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Sema Coskun
Publication Activity (10 Years)
Years Active: 2018-2018
Publications (10 Years): 1
Top Topics
Black Scholes Model
Kalman Filter
Maximum Likelihood
Top Venues
Monte Carlo Methods Appl.
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Publications
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Sema Coskun
,
Ralf Korn
Pricing barrier options in the Heston model using the Heath-Platen estimator.
Monte Carlo Methods Appl.
24 (1) (2018)