Numerical Simulation of the Heston Model under Stochastic Correlation

Author： Teng Long   Ehrhardt Matthias   Günther Michael  

Publisher： MDPI

E-ISSN： 2227-7072|6|1|3-3

ISSN： 2227-7072

Source： International Journal of Financial Studies, Vol.6, Iss.1, 2017-12, pp. : 3-3

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