%0 Journal Article %1 Okhrin2022-yu %A Okhrin, Ostap %A Rockinger, Michael %A Schmid, Manuel %D 2022 %I Infopro Digital Services Limited %J J. Comput. Finance %K Simulating processes from:scadsfct Cox--Ingersoll--Ross Heston %T Simulating the Cox--Ingersoll--Ross and Heston processes: matching the first four moments

@article{Okhrin2022-yu, added-at = {2024-11-12T14:41:59.000+0100}, author = {Okhrin, Ostap and Rockinger, Michael and Schmid, Manuel}, biburl = {https://puma.scadsai.uni-leipzig.de/bibtex/292c82b4a267226f673f06eaf5f2afced/scads.ai}, interhash = {8878400353a9ddc56b559b907b5f6ab0}, intrahash = {92c82b4a267226f673f06eaf5f2afced}, journal = {J. Comput. Finance}, keywords = {Simulating processes from:scadsfct Cox--Ingersoll--Ross Heston}, publisher = {Infopro Digital Services Limited}, timestamp = {2024-11-12T14:41:59.000+0100}, title = {Simulating the {Cox--Ingersoll--Ross} and Heston processes: matching the first four moments}, year = 2022 }