Uncertainty quantification and Heston model

Journal of Mathematics in Industry - Tập 8 Số 1 - 2018
María Suárez-Taboada1, Jeroen Witteveen2, Lech A. Grzelak3, Cornelis W. Oosterlee3
1Department of Mathematics and CITIC, University of A Coruña, A Coruña, Spain
2CWI—Center for Mathematics and Computer Science, Amsterdam, The Netherlands
3DIAM, Delft University of Technology, Delft, the Netherlands

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