Efficient simulation of a multi-factor stochastic...

Journal of Computational and Applied Mathematics 2014 / 3 Vol. 259

Efficient simulation of a multi-factor stochastic volatility model

Göncü, Ahmet, Ökten, Giray
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
259
Language:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2013.03.002
Date:
March, 2014
File:
PDF, 550 KB
english, 2014
Conversion to is in progress
Conversion to is failed