The Heston stochastic-local volatility model: efficient Monte Carlo simulation

AW van der Stoep, LA Grzelak, CW Oosterlee

Research output: Contribution to journalArticleScientificpeer-review

25 Citations (Scopus)
Original languageEnglish
Pages (from-to)1-30
Number of pages30
JournalInternational Journal of Theoretical and Applied Finance
Volume17
Issue number7
DOIs
Publication statusPublished - 2014

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