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Search: subject:"Heston stochastic local volatility model"
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International journal of financial engineering
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Calibration of the
Heston
stochastic
local
volatility
model
: a finite volume scheme
Engelmann, Bernd
;
Koster, Frank
;
Oeltz, Daniel
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012654678
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