A New Approach to Importance Sampling in Taylor’s Stochastic Volatility Model (Q5415872)
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scientific article; zbMATH DE number 6296437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Approach to Importance Sampling in Taylor’s Stochastic Volatility Model |
scientific article; zbMATH DE number 6296437 |
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A New Approach to Importance Sampling in Taylor’s Stochastic Volatility Model (English)
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19 May 2014
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importance sampling
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Monte Carlo
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stochastic volatility
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