Efficient simulation of a multi-factor stochastic volatility model (Q2349593)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient simulation of a multi-factor stochastic volatility model |
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Efficient simulation of a multi-factor stochastic volatility model (English)
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17 June 2015
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multi-factor stochastic volatility model
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importance sampling
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randomized quasi-Monte Carlo
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