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A stochastic approach to the valuation of barrier options in Heston's stochastic volatility model

Susanne A. Griebsch and Kay F. Pilz
Year of publication:
2012
Authors: Griebsch, Susanne A. ; Pilz, Kay Frederik
Publisher: Sydney : Quantitative Finance Research Centre, Univ. of Techn.
Subject: Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Nichtlineare Regression | Nonlinear regression
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