About the method of solution an option price equation in the Heston model
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| Date: | 2012 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
2012
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| Series: | Applied problems of mechanics and mathematics |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0000422941 |
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| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |