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Unbiased estimators for the Heston model with stochastic interest rates
v1v2 (latest)

Unbiased estimators for the Heston model with stochastic interest rates

28 January 2023
C. Zheng
Jiangtao Pan
ArXiv (abs)PDFHTML

Papers citing "Unbiased estimators for the Heston model with stochastic interest rates"

1 / 1 papers shown
Title
Optimal distributions for randomized unbiased estimators with an
  infinite horizon and an adaptive algorithm
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