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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.
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
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Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 178640105
AccessLevel: 2
PubType: Periodical
PubTypeId: serialPeriodical
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  Data: <searchLink fieldCode="AU" term="%22Fina%2C+Alessandro%22">Fina, Alessandro</searchLink><relatesTo>1</relatesTo>, <i>alefina1995@gmail.com</i><br /><searchLink fieldCode="AU" term="%22Gnoatto%2C+Alessandro%22">Gnoatto, Alessandro</searchLink><relatesTo>1</relatesTo>, <i>alessandro.gnoatto@univr.it</i><br /><searchLink fieldCode="AU" term="%22Picarelli%2C+Athena%22">Picarelli, Athena</searchLink><relatesTo>1</relatesTo>, <i>alessandro.gnoatto@univr.it</i>
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PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=178640105
RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1016/j.matcom.2024.04.030
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      – Code: eng
        Text: English
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        PageCount: 23
        StartPage: 29
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      – TitleFull: Quantization of stochastic volatility models: Numerical tests and an open source implementation.
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            NameFull: Fina, Alessandro
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            – D: 01
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              Text: Nov2024
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              Y: 2024
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              Value: 225
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