Stationary Heston model: Calibration and Pricing of exotics using Product Recursive Quantization
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DOI: 10.1080/14697688.2021.2023205
Note: View the original document on HAL open archive server: https://hal.science/hal-02434232v2
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This paper has been announced in the following NEP Reports:- NEP-RMG-2023-02-27 (Risk Management)
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