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.

By: J. Fouque & C. Han

Source: NC State University Libraries
Added: August 6, 2018

2003 journal article

Pricing Asian options with stochastic volatility

Quantitative Finance, 3(5), 353–362.

By: J. Fouque & C. Han

Source: NC State University Libraries
Added: August 6, 2018