A gradient-based calibration method for the Heston model (Q6625126)
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scientific article; zbMATH DE number 7932653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A gradient-based calibration method for the Heston model |
scientific article; zbMATH DE number 7932653 |
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A gradient-based calibration method for the Heston model (English)
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28 October 2024
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