A Comparison of Biased Simulation Schemes for Stochastic Volatility Models

R Lord, R Koekkoek, Dick van Dijk

Research output: Contribution to journalArticleAcademicpeer-review

143 Citations (Scopus)
Original languageEnglish
Pages (from-to)177-194
Number of pages18
JournalQuantitative Finance
Volume10
Issue number2
DOIs
Publication statusPublished - 2010

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