Derive the extended BlackScholes-equation for the Heston-model.

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Derive the extended Black–Scholes-equation for the Heston-model.

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Feb 19, 2020 09:43 AM

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Derive the extended BlackScholes-equation for the Heston-model.

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Ans In mathematical finance the BlackScholes equation is a partial differential equation governing the price evolution of a European call or European ...View the full answer

A First Course in Quantitative Finance

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