most citedUnbiased estimators for the Heston model with stochastic interest rates

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q-fin.CP2023★ 2 cited

Unbiased estimators for the Heston model with stochastic interest rates

Chao Zheng, Jiangtao Pan

We combine the unbiased estimators in Rhee and Glynn (Operations Research: 63(5), 1026-1043, 2015) and the Heston model with stochastic interest rates. Specifically, we first devel…