The Mathematical Institute, University of Oxford, Eprints Archive

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:29 May 2015 18:27

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