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The 4/2 stochastic volatility...
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Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
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Grasselli, Martino
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Platen, Eckhard
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2021
Persistent link: https://www.econbiz.de/10013347384
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A fully quantization-based scheme for FBSDEs
Callegaro, Giorgia
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Gnoatto, Alessandro
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Grasselli, Martino
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2021
Persistent link: https://www.econbiz.de/10013347389
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