"The Randomized Heston Model."

Antoine Jacquier, Fangwei Shi (2019)

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DOI: 10.1137/18M1166420

access: closed

type: Journal Article

metadata version: 2019-05-31

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Antoine Jacquier, Fangwei Shi:
The Randomized Heston Model. SIAM J. Financial Math. 10(1): 89-129 (2019)

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