Please log in to take part in the discussion (add own reviews or comments).
Cite this publication
More citation styles
- please select -
%0 Journal Article
%1 okhrin2022simulating
%A Okhrin, Ostap
%A Rockinger, Michael
%A Schmid, Manuel
%D 2022
%J Journal of Computational Finance
%K
%N 2
%T Simulating the Cox--Ingersoll--Ross and Heston Processes: Matching the First Four Moments
%V 26
@article{okhrin2022simulating,
added-at = {2024-09-10T11:56:37.000+0200},
author = {Okhrin, Ostap and Rockinger, Michael and Schmid, Manuel},
biburl = {https://puma.scadsai.uni-leipzig.de/bibtex/2e64fe02200a074a598921c8aa52516bf/scadsfct},
interhash = {8878400353a9ddc56b559b907b5f6ab0},
intrahash = {e64fe02200a074a598921c8aa52516bf},
journal = {Journal of Computational Finance},
keywords = {},
number = 2,
timestamp = {2024-09-10T15:15:57.000+0200},
title = {Simulating the Cox--Ingersoll--Ross and Heston Processes: Matching the First Four Moments},
volume = 26,
year = 2022
}
