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2301.12072
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Unbiased estimators for the Heston model with stochastic interest rates
28 January 2023
C. Zheng
Jiangtao Pan
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ArXiv (abs)
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Papers citing
"Unbiased estimators for the Heston model with stochastic interest rates"
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Title
Optimal distributions for randomized unbiased estimators with an infinite horizon and an adaptive algorithm
C. Zheng
Jiangtao Pan
Qun Wang
29
2
0
16 Apr 2023
1