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  • Gulisashvili, Archil; Lagunas Merino, Marc; Merino, Raúl; Vives, Josep (Journal article / Tidsskriftartikkel / SubmittedVersion, 2019)
    We expand the celebrated Alòs decomposition formula of the call price under the Heston model in a Taylor type series of in nite stochastic terms. This expansion is a di erent representation of a formula given in a recent ...