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Exact simulation of the Hull and White stochastic volatility model - MaRDI portal

Exact simulation of the Hull and White stochastic volatility model

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Publication:6572645

DOI10.1016/j.jedc.2024.104861MaRDI QIDQ6572645

Luca Gonzato, Riccardo Brignone

Publication date: 16 July 2024

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)






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