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"Unbiased estimators for the Heston model with stochastic interest rates."

Chao Zheng, Jiangtao Pan (2023)

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DOI: 10.48550/ARXIV.2301.12072

access: open

type: Informal or Other Publication

metadata version: 2023-01-31

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  dblp key:
  - journals/corr/abs-2301-12072
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2301-12072
Chao Zheng, Jiangtao Pan:
Unbiased estimators for the Heston model with stochastic interest rates. CoRR abs/2301.12072 (2023)

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