Gamma expansion of the Heston stochastic volatility model (Q483714)
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scientific article; zbMATH DE number 6381317
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gamma expansion of the Heston stochastic volatility model |
scientific article; zbMATH DE number 6381317 |
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Gamma expansion of the Heston stochastic volatility model (English)
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17 December 2014
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stochastic volatility model
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Monte Carlo methods
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