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Mathematical issues within the Heston stochastic volatility model

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Description:
Roger Lord
Contents
�� The Heston model
�� The complex logarithm
Joint work with Christian Kahl (University of Wuppertal, ABN


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Submitter: vanna
Publisher: Not Specified
Published: Wed, 28-Feb-2007
ICRA: EC - Early Childhood
linked: 1061 times

Rating:    (1 Vote)
 
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