"Exact Simulation of the Multifactor Ornstein-Uhlenbeck Driven Stochastic ..."

Riccardo Brignone (2024)

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DOI: 10.1137/23M1595102

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type: Journal Article

metadata version: 2024-06-18

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Riccardo Brignone:
Exact Simulation of the Multifactor Ornstein-Uhlenbeck Driven Stochastic Volatility Model. SIAM J. Sci. Comput. 46(3): 1441- (2024)

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