BibTeX record journals/fs/GlassermanK11

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@article{DBLP:journals/fs/GlassermanK11,
  author       = {Paul Glasserman and
                  Kyoung{-}Kuk Kim},
  title        = {Gamma expansion of the Heston stochastic volatility model},
  journal      = {Finance Stochastics},
  volume       = {15},
  number       = {2},
  pages        = {267--296},
  year         = {2011},
  url          = {https://doi.org/10.1007/s00780-009-0115-y},
  doi          = {10.1007/S00780-009-0115-Y},
  timestamp    = {Wed, 22 Jul 2020 22:00:07 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/GlassermanK11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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