"A systematic methodology for analyzing closed-form Heston pricer regarding ..."

Christian Brugger et al. (2014)

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DOI: 10.1109/WHPCF.2014.13

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Christian Brugger, Gongda Liu, Christian de Schryver, Norbert Wehn:
A systematic methodology for analyzing closed-form Heston pricer regarding their accuracy and runtime. WHPCF@SC 2014: 9-16

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