Chuan-Hsiang Han

Fouque, J. P., & Han, C. H. (2004). Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models. QUANTITATIVE FINANCE, 4(5), 597–606. https://doi.org/10.1080/14697680400020317

Fouque, J. P., & Han, C. H. (2003). Pricing Asian options with stochastic volatility. QUANTITATIVE FINANCE, 3(5), 353–362. https://doi.org/10.1088/1469-7688/3/5/301