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~person:"Chib, Siddhartha"
~person:"Oosterlee, Cornelis W."
~subject:"Simulation"
~type_genre:"Aufsatz in Zeitschrift"
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Chib, Siddhartha
Oosterlee, Cornelis W.
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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The Heston stochastic-local volatility model : efficient Monte Carlo simulation
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010498851
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2
A low-bias simulation scheme for the Sabr Stochastic Volatility model
Chen, Bin
;
Oosterlee, Cornelis W.
;
Weide, Hans van der
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009624504
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