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

Alessandro Fina, Alessandro Gnoatto, Athena Picarelli (2024)

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DOI: 10.1016/J.MATCOM.2024.04.030

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type: Journal Article

metadata version: 2024-07-09

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Alessandro Fina, Alessandro Gnoatto, Athena Picarelli:
Quantization of stochastic volatility models: Numerical tests and an open source implementation. Math. Comput. Simul. 225: 29-51 (2024)

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