Efficient unbiased simulation scheme for SABR stochastic volatility model

2012

Additional Metadata
THEME	Life Sciences (theme 5), Energy (theme 4)
Publisher	World Scientific
Journal	International Journal of Theoretical and Applied Finance
Organisation	Scientific Computing
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Chen, B., Oosterlee, K., & van der Weide, H. (2012). Efficient unbiased simulation scheme for SABR stochastic volatility model. International Journal of Theoretical and Applied Finance, 15(2).

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