Multilevel Monte Carlo simulation for the Heston stochastic volatility model
Crossref DOI link: https://doi.org/10.1007/s10444-023-10076-6
Published Online: 2023-11-20
Published Print: 2023-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zheng, Chao
Text and Data Mining valid from 2023-11-20
Version of Record valid from 2023-11-20
Article History
Received: 26 April 2021
Accepted: 29 September 2023
First Online: 20 November 2023
Declarations
:
: The author declares no competing interests.