A hybrid approach for the implementation of the Heston model (Q5046610)
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scientific article; zbMATH DE number 7613718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hybrid approach for the implementation of the Heston model |
scientific article; zbMATH DE number 7613718 |
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A hybrid approach for the implementation of the Heston model (English)
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9 November 2022
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tree methods
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finite differences
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Heston model
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European and American options
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