Fast and Accurate Long Stepping Simulation of the Heston Stochastic Volatility Model
- 期刊名称SSRN Electronic Journal
- 作者Chan, Jiun Hong; Joshi, Mark S.
- 电子ISSN1556-5068
- 文件大小1076.11KB
- 发表时间2010
- DOI10.2139/ssrn.1617187
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