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Full and fast calibration of the Heston stochastic volatility model
Cui, Yiran
;
Baño Rollin, Sebastian del
;
Germano, Guido
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 625-638
Persistent link: https://www.econbiz.de/10011794003
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