"Simulation of conditional expectations under fast mean-reverting ..."

Andrei Cozma, Christoph Reisinger (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-01-03

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  - journals/corr/abs-2012-09726
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  - https://dblp.org/rec/journals/corr/abs-2012-09726
Andrei Cozma, Christoph Reisinger:
Simulation of conditional expectations under fast mean-reverting stochastic volatility models. CoRR abs/2012.09726 (2020)

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