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High order approximations and simulation schemes for the log-Heston process

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Alfonsi, Aurélien, Lombardo, Edoardo
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Computational Finance Numerical Analysis 60H35, 91G60, 65C30, 65C05
Accesso online:	Acceder al recurso
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