High order discretization schemes for stochastic volatility models
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Publication:6215028
arXiv0908.1926MaRDI QIDQ6215028
Benjamin Jourdain, Mohamed Karim Sbai
Publication date: 13 August 2009
arXiv0908.1926MaRDI QIDQ6215028
Benjamin Jourdain, Mohamed Karim Sbai
Publication date: 13 August 2009