Fast strong approximation Monte Carlo schemes for stochastic volatility models (Q3437409)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast strong approximation Monte Carlo schemes for stochastic volatility models |
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Fast strong approximation Monte Carlo schemes for stochastic volatility models (English)
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9 May 2007
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stochastic volatility models
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stochastic numerical integration
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strong approximation error
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hyperbolic Ornstein-Uhlenbeck process
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hyperbolic volatility
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