The Heston Stochastic-Local Volatility Model: Efficient...

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SSRN Electronic Journal 2013

The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation

van der Stoep, Anthonie Willem, Grzelak, Lech A., Oosterlee, Cornelis W.
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Year:
2013
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2278122
File:
PDF, 1.24 MB
2013
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