Exact simulation of stochastic volatility models based on conditional Fourier-cosine method (Q6862081)
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scientific article; zbMATH DE number 8156408
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| English | Exact simulation of stochastic volatility models based on conditional Fourier-cosine method |
scientific article; zbMATH DE number 8156408 |
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Exact simulation of stochastic volatility models based on conditional Fourier-cosine method (English)
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9 February 2026
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simulation
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characteristic function inversion
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cos method
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error control
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option pricing
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stochastic volatility
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