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zbMath1195.91186MaRDI QIDQ3393307

O. V. Aleksandrova

Publication date: 19 August 2009

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

zbMATH Keywords

stochastic differential equation Heston stochastic model

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80)

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