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zbMath1354.91153MaRDI QIDQ2799625

Antanas Lenkšas, Vigirdas Mackevičius

Publication date: 13 April 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

simulation Heston model weak approximations split-step approximations call and put options

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Derivative securities (option pricing, hedging, etc.) (91G20)

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