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An efficient semi-analytical simulation for the Heston model
  • ISSN号：0927-7099
  • 期刊名称：Computational Economics
  • 时间：2014.4
  • 页码：433-445
  • 相关项目：刚性随机微分方程的数值分析
作者： Sun Xianming|Gan Siqing|
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刚性随机微分方程的数值分析
期刊论文 35
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