Works (2)
Updated: July 5th, 2023 15:58
2004 journal article
Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models
QUANTITATIVE FINANCE, 4(5), 597–606.
Source: Web Of Science
Added: August 6, 2018
2003 journal article
Pricing Asian options with stochastic volatility
QUANTITATIVE FINANCE, 3(5), 353–362.
UN Sustainable Development Goal Categories
8. Decent Work and Economic Growth
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
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