ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 
Session timed out - new session started. You may need to sign in again. [ hide message ]

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Forthcoming Articles       Volume 6 Issue 6       Subscribe       Article       References       Related articles      
Publisher Logo Publication Cover
Search within this journal

Fast strong approximation Monte Carlo schemes for stochastic volatility models 

Authors: Christian Kahl ab; Peter Jaumlckel a
Affiliations:   a Quantitative Analytics Group, ABN AMRO, London EC2M 4AA, UK
b Department of Mathematics, University of Wuppertal, Wuppertal, D-42119, Germany
DOI: 10.1080/14697680600841108
Publication Frequency: 8 issues per year
Published in: journal Quantitative Finance, Volume 6, Issue 6 December 2006 , pages 513 - 536
Formats available: HTML (English) : PDF (English)
Choose a format:
Choose detail required: Citation only
Citation and Abstract
Choose delivery method:

Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文(简体和繁體)
© 2009 Informa plc