Exact simulation of the Hull and White stochastic volatility model
Article in Journal of Economic Dynamics and Control (June 2024)
The most recent citing publications are shown below. View all 18 publications that cite this research output on Dimensions.
Article in Journal of Economic Dynamics and Control (June 2024)
Book chapter (January 2024)
Article in Acta Marisiensis Seria Technologica (December 2023)