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%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
}
