Original language | English |
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Pages (from-to) | 307-322 |
Journal | Journal of Applied Mathematics and Stochastic Analysis |
Volume | 2005 |
Issue number | 3 |
DOIs | |
Publication status | Published - Jan 2005 |
Local Volatility in the Heston Model: A Malliavin Calculus Approach
Christian Oliver Ewald
Research output: Contribution to journal › Article › peer-review