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Finance and Financial Management Commons

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Physical Sciences and Mathematics

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American option pricing; stochastic volatility;

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Full-Text Articles in Finance and Financial Management

Pricing European And American Options In The Heston Model With Accelerated Explicit Finite Differencing Methods, Conall O'Sullivan, Stephen O'Sullivan May 2013

Pricing European And American Options In The Heston Model With Accelerated Explicit Finite Differencing Methods, Conall O'Sullivan, Stephen O'Sullivan

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