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Full and fast calibration of the Heston stochastic volatility model (2015)

First Author: Cui Y

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1511.08718

Publication URI: https://arxiv.org/abs/1511.08718

Type: Preprint