Gamma expansion of the Heston stochastic volatility model.

Paul Glasserman Kyoung-Kuk Kim Gamma expansion of the Heston stochastic volatility model. 267-296 2011 15 Finance Stochastics 2 https://doi.org/10.1007/s00780-009-0115-y db/journals/fs/fs15.html#GlassermanK11