Probability distribution of returns in the Heston model with stochastic volatility
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Bibliographic InfoPaper provided by Society for Computational Economics in its series Computing in Economics and Finance 2002 with number 127.
Date of creation: 01 Jul 2002
Date of revision:
stock market; stochastic variables; differential equations;
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- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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