Anthonie W. van der Stoep
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Person:2941061
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Collocating volatility: a competitive alternative to stochastic local volatility models International Journal of Theoretical and Applied Finance | 2021-01-29 | Paper |
| A novel Monte Carlo approach to hybrid local volatility models Quantitative Finance | 2018-11-19 | Paper |
| The time-dependent FX-SABR model: efficient calibration based on effective parameters | 2015-10-20 | Paper |
| The Heston stochastic-local volatility model: efficient Monte Carlo simulation International Journal of Theoretical and Applied Finance | 2015-01-21 | Paper |
Research outcomes over time
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