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"Mixed fractional Heston model and the pricing of American options."
Farshid Mehrdoust et al. (2018)
- Farshid Mehrdoust, Ali Reza Najafi, Somayeh Fallah, Oldouz Samimi:
Mixed fractional Heston model and the pricing of American options. J. Comput. Appl. Math. 330: 141-154 (2018)
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