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International journal of theoretical and applied finance
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Efficient simulation of affine forward variance models
Gatheral, Jim
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2021
Persistent link: https://www.econbiz.de/10013220256
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The heat-kernel most-likely-path approximation
Gatheral, Jim
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
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pp. 1-18
Persistent link: https://www.econbiz.de/10009541999
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