The Alpha‐Heston stochastic volatility model
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Publication:6054369
DOI10.1111/mafi.12306zbMath1522.91278arXiv1812.01914OpenAlexW3146671190MaRDI QIDQ6054369
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Publication date: 28 September 2023
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.01914
Stochastic models in economics (91B70) Derivative securities (option pricing, hedging, etc.) (91G20)
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