Pricing and calibration with stochastic local volatility models in a Monte Carlo setting

Additional Metadata
Promotor	C.W. Oosterlee (Kees)
Degree Grantor	Technische Universiteit Delft
ISBN	978-94-6323-540-2
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	van der Stoep, A.W. (2019, March 26). Pricing and calibration with stochastic local volatility models in a Monte Carlo setting.

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