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"Array-RQMC for Option Pricing Under Stochastic Volatility Models."

Amal Ben Abdellah, Pierre L'Ecuyer, Florian Puchhammer (2019)

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DOI: 10.1109/WSC40007.2019.9004819

access: closed

type: Conference or Workshop Paper

metadata version: 2022-01-03

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  dblp key:
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Amal Ben Abdellah, Pierre L'Ecuyer, Florian Puchhammer:
Array-RQMC for Option Pricing Under Stochastic Volatility Models. WSC 2019: 440-451

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