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Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models
- Part of
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- Journal:
- Advances in Applied Probability / Volume 53 / Issue 1 / March 2021
- Published online by Cambridge University Press:
- 17 March 2021, pp. 220-250
- Print publication:
- March 2021
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- Article
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