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"Array-RQMC for Option Pricing Under Stochastic Volatility Models."
Amal Ben Abdellah, Pierre L'Ecuyer, Florian Puchhammer (2019)
- Amal Ben Abdellah, Pierre L'Ecuyer, Florian Puchhammer:
Array-RQMC for Option Pricing Under Stochastic Volatility Models. WSC 2019: 440-451
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