Multilevel Monte Carlo quadrature of discontinuous payoffs in the generalized Heston model using Malliavin integration by partsAltmayer, Martin ; Neuenkirch, Andreas
BASE:
Altmayer, Martin
;
Neuenkirch, Andreas
Google Scholar: Altmayer, Martin ; Neuenkirch, Andreas ORCID: Altmayer, Martin ; Neuenkirch, Andreas ![]()
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