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Publications:  Dr Sebastian Del Bano Rollin

Cui Y, del Baño Rollin S, Germano G(2017). Full and fast calibration of the Heston stochastic volatility model. European Journal of Operational Research vol. 263, (2) 625-638.
10.1016/j.ejor.2017.05.018
https://qmro.qmul.ac.uk/xmlui/handle/123456789/23136
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