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Bates process

Posted by Lapin on Feb 22, 2008; 9:50am
URL: http://quantlib.414.s1.nabble.com/Bates-process-tp5618.html

Hi,

I am wondering why there is no Bates process derived from Heston process?
Does it make sense to refactor it in order to have a Bates process?

Cheers