The Heston Model and Its Extensions in VBA
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Published By John Wiley & Sons, Inc.

9781119020523, 9781119003304

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Numerical Integration Schemes

The Heston Model and Its Extensions in VBA ◽

10.1002/9781119020523.ch5 ◽

2015 ◽

pp. 83-114

Keyword(s):

Numerical Integration ◽

Integration Schemes

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The Heston Greeks

The Heston Model and Its Extensions in VBA ◽

10.1002/9781119020523.ch11 ◽

2015 ◽

pp. 257-286

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Bibliography

The Heston Model and Its Extensions in VBA ◽

10.1002/9781119020523.biblio ◽

2015 ◽

pp. 309-315

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Time-Dependent Heston Models

The Heston Model and Its Extensions in VBA ◽

10.1002/9781119020523.ch9 ◽

2015 ◽

pp. 209-233 ◽

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Parameter Estimation

The Heston Model and Its Extensions in VBA ◽

10.1002/9781119020523.ch6 ◽

2015 ◽

pp. 115-141

Keyword(s):

Parameter Estimation

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Derivations Using the Fourier Transform

The Heston Model and Its Extensions in VBA ◽

10.1002/9781119020523.ch3 ◽

2015 ◽

pp. 45-81

Keyword(s):

Fourier Transform ◽

The Fourier Transform

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Simulation in the Heston Model

The Heston Model and Its Extensions in VBA ◽

10.1002/9781119020523.ch7 ◽

2015 ◽

pp. 143-167 ◽

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The Heston Model for European Options

The Heston Model and Its Extensions in VBA ◽

10.1002/9781119020523.ch1 ◽

2015 ◽

pp. 1-12

Keyword(s):

Heston Model ◽

European Options

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Front Matter

The Heston Model and Its Extensions in VBA ◽

10.1002/9781119020523.fmatter ◽

2015 ◽

pp. i-xxiii

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American Options

The Heston Model and Its Extensions in VBA ◽

10.1002/9781119020523.ch8 ◽

2015 ◽

pp. 169-208

Keyword(s):

American Options

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