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Approximation and regularity results for the Heston model and related processes

Fuente: arXiv

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Bibliographic Details
Main Author:	Lombardo, Edoardo
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis Analysis of PDEs Probability Computational Finance 60H35, 91G60, 65C30, 65C05, 35K65
Online Access:	Acceder al recurso
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