Paul Glasserman, Kyoung-Kuk Kim. Gamma expansion of the Heston stochastic volatility model. Finance and Stochastics, 15(2):267-296, 2011. [doi]
@article{GlassermanK11,
title = {Gamma expansion of the Heston stochastic volatility model},
author = {Paul Glasserman and Kyoung-Kuk Kim},
year = {2011},
doi = {10.1007/s00780-009-0115-y},
url = {http://dx.doi.org/10.1007/s00780-009-0115-y},
researchr = {https://researchr.org/publication/GlassermanK11},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {15},
number = {2},
pages = {267-296},
}