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International journal of theoretical and applied finance
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
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Calibration of stochastic volatility models via second-order approximation : the Heston case
Alòs, Elisa
;
Santiago Hernando, Rafael de
;
Vives, Josep
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403898
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2
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
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