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- 431.22 KB
- 2015-9-29
- 777.94 KB
- 2015-9-29
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EFFICIENT PRICING AND RELIABLE CALIBRATION IN THE HESTON MODEL.pdf
- 261.86 KB
- 2014-8-19
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On The Heston Model with Stochastic Interest Rates.pdf
heston加随机利率 - 588.92 KB
- 2014-8-19
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Calibration of parameters for the Heston model in the high volatility period of market.pdf
波动率高时heston的表现和估计 - 1.14 MB
- 2014-8-19
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本附件包括：
- The Heston Model.pdf
- The Heston Model A Practical Approach with matlab code.pdf
- A closed-form GARCH option valuation model.pdf
- Pricing American-style Derivatives under the Heston Model.pdf
- Convexity of option prices in the Heston model.pdf
- Finite Difference Schemes for Heston model.pdf
- Heston’s Stochastic Volatility.pdf
- Not-so-complex logarithms in the Heston model.pdf
- [The Review of Financial Studies, Heston] A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.pdf
- 6.76 MB
- 2010-1-16
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