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Forward start options under Heston affine jump-diffusions and stochastic interest rate
Ahlip, Rehez
;
Park, Laurence A. F.
;
Prodan, Ante
; …
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012654786
Saved in:
2
Pricing currency options in the Heston/CIR double exponential jump-diffusion model
Ahlip, Rehez
;
Park, Laurence A. F.
;
Prodan, Ante
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011673127
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