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    • An accurate heston implementation with Usd-Cop Data 

      Lázaro Salcedo, Javier Jaher Alfonso
      This study find by empirical evidence a fast and accurate way to calculate the price of a European Call using the Heston (1993) model. It calculate and uses a benchmark price calculated with the mentioned Heston 1993 pricing ...
       Tesis de maestría. 2018