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Reduced-Order Modeling for Heston Stochastic Volatility Model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kozpınar, Sinem, Uzunca, Murat, Karasözen, Bülent
Format:	Preprint
Published:	2016
Subjects:	Numerical Analysis 65M60, 91B25, 91G80
Online Access:	Acceder al recurso
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