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isPartOf:"International journal of theoretical and applied finance"
~person:"Grzelak, Lech A."
~subject:"Monte Carlo methods"
~subject:"Stochastic process"
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The Heston stochastic-local volatility model : efficient Monte Carlo simulation
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010498851
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