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Date: 2013-09-01 13:13:06Financial economics Mathematical sciences Black–Scholes Heston model Stochastic volatility Partial differential equation Volatility Normal distribution Feynman–Kac formula Statistics Mathematical finance Stochastic processes | Add to Reading ListSource URL: media.wiley.comDownload Document from Source WebsiteFile Size: 413,58 KBShare Document on Facebook |
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