<?xml version="1.0"?>
<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:dc="http://purl.org/dc/elements/1.1/"><rdf:Description rdf:about="https://repozitorij.uni-lj.si/IzpisGradiva.php?id=100872"><dc:title>Heston model derivation, discretisation and calibration in R</dc:title><dc:creator>Maršič,	Andrej	(Avtor)
	</dc:creator><dc:creator>Košir,	Tomaž	(Mentor)
	</dc:creator><dc:creator>Velušček,	Dejan	(Komentor)
	</dc:creator><dc:creator>Soucek,	Michael	(Komentor)
	</dc:creator><dc:subject>Heston model</dc:subject><dc:subject>financial modelling</dc:subject><dc:subject>stochastic differential equation</dc:subject><dc:subject>discretisation scheme</dc:subject><dc:subject>simulation</dc:subject><dc:subject>R</dc:subject><dc:publisher>[A. Maršič]</dc:publisher><dc:date>2017</dc:date><dc:date>2018-04-18 14:06:01</dc:date><dc:type>Magistrsko delo/naloga</dc:type><dc:identifier>100872</dc:identifier><dc:language>sl</dc:language></rdf:Description></rdf:RDF>