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Finite Difference Schemes for Heston Model

Lin, Sensen (2008) Finite Difference Schemes for Heston Model. Masters thesis, University of Oxford.

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Item Type:Thesis (Masters)
Subjects:H - N > Mathematics education
Research Groups:Mathematical and Computational Finance Group
ID Code:718
Deposited By:Laura Auger
Deposited On:17 Jul 2008
Last Modified:20 Jul 2009 14:23

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