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The Heston Model and its Extensions in Matlab and C#: + Website by Fabrice D. Rouah (Paperback, 2013)
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AU $221.76
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Praise for The Heston Model and Its Extensions in Matlab and C# "In his excellent new book, Fabrice Rouah provides a careful presentation of all aspects of the Heston model, with a strong emphasis on getting the model up and running in practice.