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The double Heston model via filtering methods

Thesis (MSc)--Stellenbosch University, 2016

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Bibliographic Details
Main Author:	Namundjebo, Elia N
Other Authors:	Sanders, J. W.
Format:	Thesis
Language:	en_ZA
Published:	Stellenbosch : Stellenbosch University 2016
Subjects:	Mathematical finance > Stochastic volatility model Mathematical finance > Double Heston model Mathematical finance > Non-linear filtering Maximum likelihood estimation UCTD Finance > Mathematical models
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