Gamma expansion of the Heston stochastic volatility model (Q483714): Difference between revisions

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+B70
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+6381317
@@ Property / zbMATH DE Number: 6381317 / rank @@
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+stochastic volatility model
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+Monte Carlo methods
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+EFFICIENT, ALMOST EXACT SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL
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+On the Bessel distribution and related problems
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+Publication:483714