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Heston model
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#	Item
1	Pricing American-style Derivatives under the Heston Model Dynamics: A Fast Fourier Transformation in the Geske–Johnson Scheme Oleksandr Zhylyevskyy1 February 12, 2005 Add to Reading List Source URL: comp-econ.org Language: English
2	A Supply and Demand Based Volatility Model for Energy Prices ° Takashi Kanamura, J-POWER CfC Commodities 2007 conference at Birkbeck College, University of London Jan. 18th, 2007 Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:00 Mathematical finance Volatility Heston model Energy market Volatility smile Stochastic volatility
3	The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets, Add to Reading List Source URL: econterms.com Language: English - Date: 2005-11-27 20:20:53 Mathematical finance BlackScholes equation BlackScholes model Option Volatility Quantitative analyst Futures contract Geometric Brownian motion Stochastic volatility Heston model
4	The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation Anthonie W. van der Stoepb,c∗ Lech A. Grzelakb,c Cornelis W. Oosterleea,c Add to Reading List Source URL: ta.twi.tudelft.nl Language: English - Date: 2013-06-12 07:19:32
5	C:rsceDataalpc4d27c6_5475_4d0d_a564_73a307c1e316.ps Add to Reading List Source URL: my.unil.ch Language: English Mathematical finance Economy Business Options Applied mathematics Technical analysis Volatility Stochastic volatility Heston model Newsvendor model Volatility smile Implied volatility
6	Heston Stochastic Local Volatility Model Klaus Spanderen1 R/Finance 2016 University of Illinois, Chicago May 20-21, 2016 Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2016-05-23 15:04:44
7	Pricing American-style Derivatives under the Heston Model Dynamics: A Fast Fourier Transformation in the Geske–Johnson Scheme Oleksandr Zhylyevskyy1 February 12, 2005 Add to Reading List Source URL: www.comp-econ.org Language: English - Date: 2005-05-04 04:44:36
8	DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:59 Mathematical sciences Hull–White model Heath–Jarrow–Morton framework Normal distribution LIBOR market model Short-rate model Forward measure Heston model Stochastic volatility Mathematical finance Statistics Financial economics
9	DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:58 Finance Hull–White model LIBOR market model Heston model Stochastic volatility Local volatility Short-rate model Forward measure Cox–Ingersoll–Ross model Mathematical finance Financial economics Statistics
10	DELFT UNIVERSITY OF TECHNOLOGY REPORTOn The Heston Model with Stochastic Interest Rates Lech A. Grzelak & Cornelis W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:17:10

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