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Search: subject:"Multi-factor stochastic volatility models"
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Control variate method
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Monte Carlo and Quasi-Monte Carlo methods
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Multi-factor stochastic volatility models
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Option pricing
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Han, Chuan-Hsiang
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Lai, Yongzeng
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Mathematics and Computers in Simulation (MATCOM)
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A smooth estimator for MC/QMC methods in finance
Han, Chuan-Hsiang
;
Lai, Yongzeng
- In:
Mathematics and Computers in Simulation (MATCOM)
81
(
2010
)
3
,
pp. 536-550
efficiency. In examples of estimating European option prices under
multi-factor
stochastic
volatility
models
, randomized QMC …
Persistent link: https://www.econbiz.de/10010750228
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