Pricing Options under Heston’s Stochastic Volatility Model via Accelerated Explicit Finite Differencing Methods
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-10 (All new papers)
- NEP-CMP-2010-07-10 (Computational Economics)
- NEP-ORE-2010-07-10 (Operations Research)
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