Keyword Connections

heston

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Bibliographies

5

1 How Does the Volatility of Volatility Depend on Volatility?

2 An asymptotic expansion method for geometric Asian options pricing under the double Heston model

3 A multiple regime extension to the Heston–Nandi GARCH(1,1) model

4 optimal consumption and portfolio decision with convertible bond in affine interest rate and heston’s sv framework

5 algorithm for financial derivatives evaluation in generalized double-heston model