Exact Simulation Scheme for the Ornstein-uhlenbeck Driven Stochastic Volatility Model With the Karhunen-loève Expansions
In: arXiv, Forthcoming
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In: arXiv, Forthcoming
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In: Journal of Derivatives and Quantitative Studies, 30(2), 2022
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In: Journal of economic dynamics & control, Band 128, S. 104143
ISSN: 0165-1889
In: Quantitative Finance, 21(7):1083-1086, 2021
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In: Journal of Economic Dynamics and Control, Band 128, Heft 104143
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In: European Journal of Operational Research
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In: Journal of Computational and Applied Mathematics, 388:113302, 2021
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In: Journal of Futures Markets (Forthcoming)
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In: Finance Research Letters, Forthcoming
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In: International Review of Financial Analysis, Band 71, Heft 101506
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In: Journal of Futures Markets (Forthcoming)
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