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BibTeX record journals/fs/GlassermanK11
@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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