Paper

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Name Lord R, Koekkoek R, Dijk DV (2010)

Description

Title A comparison of biased simulation schemes for stochastic volatility models

References

Authors Lord R Show Other Koekkoek R Show Other Dijk DV Show Other

Volume 10(2)

First page 177

Last page 194

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Year published 2010

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Day published

Journal or book name Quantitative Finance

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Digital Object Identifier

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