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"Variational Formulation of American Option Prices in the Heston Model."
Damien Lamberton, Giulia Terenzi (2019)
- Damien Lamberton, Giulia Terenzi:
Variational Formulation of American Option Prices in the Heston Model. SIAM J. Financial Math. 10(1): 261-308 (2019)
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