An almost exact simulation method for the Heston model
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| Veröffentlicht in: | The journal of computational finance |
|---|---|
| 1. Verfasser: | |
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
2007
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| Special issue: third international conference on computational finance, part II | 2021 | volume 24, number 4 (March 2021) |
| Special issue: third international conference on computational finance, part I | 2020 | volume 24, number 3 (December 2020) |
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| Special issue: Numerical methods for finance | 2010 | 13.2009/10,3 |