This issue is made up of 4 technical papers: ‘Simple and efficient simulation of the Heston stochastic volatility model' by Leif Andersen from Banc of America Securities; ‘Partial proxy simulation ...
This issue is made up of 4 technical papers: ‘Extended LIBOR market models with stochastic volatility' by Leif Andersen from Banc of America Securities and Rupert Brotherton-Ratcliffe from AIG ...
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