☆ 4.3 Article

Convergence of Heston to SVI

QUANTITATIVE FINANCE (2011)

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Journal

QUANTITATIVE FINANCE
Volume 11, Issue 8, Pages 1129-1132

Publisher

ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
DOI: 10.1080/14697688.2010.550931

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Categories

Business, Finance Economics Mathematics, Interdisciplinary Applications Social Sciences, Mathematical Methods

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  1. MATHEON

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