Efficient option pricing in the rough Heston model using weak simulation schemes (Q6657699)
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scientific article; zbMATH DE number 7962489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient option pricing in the rough Heston model using weak simulation schemes |
scientific article; zbMATH DE number 7962489 |
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Efficient option pricing in the rough Heston model using weak simulation schemes (English)
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6 January 2025
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