Method drill: Heston: stochastic volatility's first closed form | CortiX

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Method tier
Heston: stochastic volatility's first closed form

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Related concepts

Feynman-Kac (SDE ↔ PDE) Local-Stochastic Volatility (LSV) Characteristic-Function Pricing (Carr-Madan) Jump Diffusion (Merton/Kou/Bates)

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