The Heston Model and Its Extensions in Matlab and C#

DOI10.1002/9781118656471zbMath1304.91007OpenAlexW2485619421MaRDI QIDQ2856405

Fabrice Douglas Rouah

Publication date: 28 October 2013

Full work available at URL: https://doi.org/10.1002/9781118656471

Mathematics Subject Classification ID

Related Items (32)

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Uses Software

• Matlab

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