View in EDS

Quantization of stochastic volatility models: Numerical tests and an open source implementation.

Saved in:
Bibliographic Details
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
Be the first to leave a comment!
You must be logged in first