A mixed PDE/Monte-Carlo method for stochastic volatility models
2009 ◽
Vol 347
(9-10)
◽
pp. 559-563
◽
Keyword(s):
2010 ◽
Vol 38
(1)
◽
pp. 1-22
◽
2014 ◽
Vol 91
(9)
◽
pp. 2039-2059
◽
2013 ◽
Vol 5
(2)
◽
pp. 193-229
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