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Finance / Mathematical sciences / Equations / Options / Heston model / Heston / Louis Bachelier / Black–Scholes / Mathematical finance / Stochastic processes / Financial economics


Time dependent Heston model E. Gobet Time dependent Heston model [removed]
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Document Date: 2010-06-24 16:47:44

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City

Toronto / /

Company

Pricing Partners / /

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IndustryTerm

explicit solutions / financial products / numerical solutions / /

OperatingSystem

XP / /

Organization

6th World Congress Bachelier Finance Society / /

Person

Az / Heston Call / Jean Kuntzmann / /

Position

rs ds RT / Rt / RT rt dt RT / model / /

ProgrammingLanguage

K / C / /

SocialTag