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subject:"Algorithm"
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Search: subject_exact:"Heston model"
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Algorithm
Stochastic volatility
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Heston model
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Stochastische Volatilität
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Optionspreistheorie
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stochastic volatility
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Den Haan, Wouter J.
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Rendahl, Pontus
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ECONIS (ZBW)
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Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamic models
Den Haan, Wouter J.
;
Kobielarz, Michał
;
Rendahl, Pontus
-
2015
Persistent link: https://www.econbiz.de/10012171713
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2
Quasi- Monte Carol methods for the Heston model
Baldeaux, Jan
;
Roberts, Dale
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2012
Persistent link: https://www.econbiz.de/10009564454
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3
Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamics models
Den Haan, Wouter J.
;
Kobielarz, Michal L.
;
Rendahl, Pontus
-
2015
Persistent link: https://www.econbiz.de/10011442792
Saved in:
4
Efficient pricing algorithms for exotic derivatives
Lord, Roger
-
2008
Persistent link: https://www.econbiz.de/10003775897
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