Author:
Grzelak Lech A.,Oosterlee Cornelis W.,van Weeren Sacha
Reference43 articles.
1. Efficient Simulation of the Heston Stochastic Volatility Model;L B G Andersen;J. of Comp. Finance,2007
2. Closed Form Pricing of FX Options under Stochastic Rates and Volatility;J Andreasen;Global Derivatives Conference, ICBI,2006
3. The pricing of options and corporate liabilities;F Black;J. Political Economy,1973
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献