Efficient Monte Carlo Simulation for Pricing Variance...

Applied Mechanics and Materials 2013 / 9 Vol. 411-414

Efficient Monte Carlo Simulation for Pricing Variance Derivatives under Multi-Factor Stochastic Volatility Models

Ma, Jun Mei, Gu, Gui Ding
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Volume:
411-414
Language:
english
Journal:
Applied Mechanics and Materials
DOI:
10.4028/www.scientific.net/AMM.411-414.1089
Date:
September, 2013
File:
PDF, 434 KB
english, 2013
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