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"Series Expansions and Direct Inversion for the Heston Model."
Simon J. A. Malham, Jiaqi Shen, Anke Wiese (2021)
- Simon J. A. Malham
, Jiaqi Shen, Anke Wiese:
Series Expansions and Direct Inversion for the Heston Model. SIAM J. Financial Math. 12(1): 487-549 (2021)
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