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Search: subject:"factor stochastic volatility models"
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Control variate method
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Multi-factor stochastic volatility models
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factor stochastic volatility models
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Han, Chuan-Hsiang
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Dealing with heterogeneity in panel VARs using sparse finite mixtures
Huber, Florian
-
2018
Persistent link: https://www.econbiz.de/10011871455
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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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