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Financial economics / Mathematical sciences / Options / Stochastic differential equations / Differential equations / Ornstein–Uhlenbeck process / Stochastic volatility / Volatility / Euler–Maruyama method / Statistics / Mathematical finance / Stochastic processes


Fast strong approximation Monte-Carlo schemes for stochastic volatility models Christian Kahl∗ First version: This version:
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Document Date: 2006-07-24 11:58:41

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