"Exact simulation of stochastic volatility models based on conditional ..."

Riccardo Brignone, Gero Junike (2026)

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DOI: 10.1016/J.EJOR.2025.08.061

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type: Journal Article

metadata version: 2025-11-09

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Riccardo Brignone, Gero Junike:
Exact simulation of stochastic volatility models based on conditional Fourier-cosine method. Eur. J. Oper. Res. 328(3): 1036-1053 (2026)

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