Fast strong approximation Monte Carlo schemes for...

Quantitative Finance 2006 / 12 Vol. 6; Iss. 6

Fast strong approximation Monte Carlo schemes for stochastic volatility models

Kahl, Christian, Jäckel, Peter
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Volume:
6
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680600841108
Date:
December, 2006
File:
PDF, 568 KB
english, 2006
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