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"Simulation of Conditional Expectations Under Fast Mean-Reverting ..."

Andrei S. Cozma, Christoph Reisinger (2020)

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DOI: 10.1007/978-3-030-98319-2_11

access: closed

type: Conference or Workshop Paper

metadata version: 2022-05-25

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  dblp key:
  - conf/mcqmc/CozmaR20
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Andrei S. Cozma, Christoph Reisinger:
Simulation of Conditional Expectations Under Fast Mean-Reverting Stochastic Volatility Models. MCQMC 2020: 223-240

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