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~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
~subject:"Stochastic volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Option Prices with Stochastic...
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First and second order Greeks in the Heston model
Chan, Jiun Hong
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Joshi, Mark S.
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2010
Persistent link: https://www.econbiz.de/10008806607
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Fast and accurate long stepping simulation of the Heston stochastic volatility model
Chan, Jiun Hong
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Joshi, Mark S.
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2010
Persistent link: https://www.econbiz.de/10008806610
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