Quantization of stochastic volatility models: Numerical tests and an open source implementation.
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| Title: | Quantization of stochastic volatility models: Numerical tests and an open source implementation. |
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| Authors: | Fina, Alessandro1, alefina1995@gmail.com, Gnoatto, Alessandro1, alessandro.gnoatto@univr.it, Picarelli, Athena1, alessandro.gnoatto@univr.it |
| Source: | Mathematics & Computers in Simulation; Nov2024, Vol. 225, p29-51, 23p |
| Database: | Applied Science & Technology Source |
| ISSN: | 03784754 |
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| DOI: | 10.1016/j.matcom.2024.04.030 |
