"Efficient simulation of a multi-factor stochastic volatility model."

Ahmet Göncü, Giray Ökten (2014)

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DOI: 10.1016/J.CAM.2013.03.002

access: open

type: Journal Article

metadata version: 2021-02-16

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  - https://dblp.org/rec/journals/jcam/GoncuO14
Ahmet Göncü, Giray Ökten:
Efficient simulation of a multi-factor stochastic volatility model. J. Comput. Appl. Math. 259: 329-335 (2014)

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