Conditional Sampling for Barrier Option Pricing Under the Heston Model (Q2926217)

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Conditional Sampling for Barrier Option Pricing Under the Heston Model
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    title
    Conditional Sampling for Barrier Option Pricing Under the Heston Model (English)
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    author
    Nico Achtsis
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    Dirk Nuyens
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    Ronald Cools
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    publication date
    31 October 2014
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    Mathematics Subject Classification ID
    91G60
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    91G20
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    65C05
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    65C30
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    zbMATH DE Number
    6362954
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    Wikidata QID
    Q57778800
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    OpenAlex ID
    W2102387432
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    arXiv ID
    1207.6566
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