{"title":"Simulation of conditional expectations under fast mean-reverting stochastic volatility models","authors":"A. Cozma, C. Reisinger","doi":"10.1007/978-3-030-98319-2_11","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":46576,"journal":{"name":"Monte Carlo Methods and Applications","volume":"16 1","pages":"223-240"},"PeriodicalIF":0.8000,"publicationDate":"2020-12-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Monte Carlo Methods and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/978-3-030-98319-2_11","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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