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2010-01
Stochastic volatility models: Foreign exchange
Griebsch, S
;
Pilz, K
;
Cont, R
;
Tankov, P
2011-01
On the valuation of fader and discrete barrier options in Heston's stochastic volatility model
Griebsch, S
;
Wystup, U
2013-01
The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques
Griebsch, S
2014-04-01
A comparative study on time-efficient methods to price compound options in the Heston model
Chiarella, C
;
Griebsch, S
;
Kang, B
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