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"Time Dependent Heston Model."

Eric Benhamou, Emmanuel Gobet, Mohammed Miri (2010)

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DOI: 10.1137/090753814

access: closed

type: Journal Article

metadata version: 2017-05-17

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Eric Benhamou, Emmanuel Gobet, Mohammed Miri:
Time Dependent Heston Model. SIAM J. Financial Math. 1(1): 289-325 (2010)

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