High Order Discretization Schemes for Stochastic Volatility Models

  title={High Order Discretization Schemes for Stochastic Volatility Models},
  author={Mohamed Karim Sbai and Benjamin Jourdain},
  journal={ERN: Econometric Modeling in Financial Economics (Topic)},
  • M. Sbai, B. Jourdain
  • Published 13 August 2009
  • Mathematics
  • ERN: Econometric Modeling in Financial Economics (Topic)
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