Exact simulation of the Hull and White stochastic volatility model
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Publication:6572645
DOI10.1016/J.JEDC.2024.104861MaRDI QIDQ6572645FDOQ6572645
Authors: Riccardo Brignone, Luca Gonzato 
Publication date: 16 July 2024
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Cites Work
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