Author:
de Graaf Cornelis S.L.,Kandhai Drona,Sloot Peter M.A.
Reference20 articles.
1. The little Heston trap;H Albrecher;Wilmott Mag,2007
2. Simple and efficient simulation of the Heston stochastic volatility model;L Andersen;Journal of Computational Finance,2008
3. Basel III: A global regulatory framework for more resilient banks and banking systems;Basel Committee on Banking Supervision,2010
4. Estimating security price derivatives using simulation;M Broadie;Management science,1996
5. Efficient Computation of Exposure Profiles for Counterparty Credit Risk;C S L De Graaf;International Journal of Theoretical and Applied Finance,2014