"An explicitly solvable Heston model with stochastic interest rate."

Maria Cristina Recchioni, Yu Sun (2016)

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DOI: 10.1016/J.EJOR.2015.09.035

access: closed

type: Journal Article

metadata version: 2024-11-04

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Maria Cristina Recchioni, Yu Sun:
An explicitly solvable Heston model with stochastic interest rate. Eur. J. Oper. Res. 249(1): 359-377 (2016)

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