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

By Anthonie Willem van der Stoep, Lech A. Grzelak, Cornelis W. Oosterlee. 2014

71 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/5b0298c987311fc27218cf04ea63b82e63758583