Simulating from the Heston model: a gamma approximation scheme (Q500382): Difference between revisions

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Simulating from the Heston model: a gamma approximation scheme
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    Simulating from the Heston model: a gamma approximation scheme (English)
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    2 October 2015
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    stochastic volatility
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    Heston model
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    simulation schemes
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    gamma expansion
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    Asian options
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