Option pricing under the Heston model where the interest rate follows the Vasicek model (Q5079996)
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scientific article; zbMATH DE number 7533705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under the Heston model where the interest rate follows the Vasicek model |
scientific article; zbMATH DE number 7533705 |
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Option pricing under the Heston model where the interest rate follows the Vasicek model (English)
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30 May 2022
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option pricing
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negative interest rate
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stochastic volatility model
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stochastic interest rate
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