Work

Efficient Simulation Schemes For Pricing Options Under the Ornstein-Uhlenbeck Driven Stochastic Volatility Model

Year: 2026

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.7394479

Authors: Congxin He, Yue Kuen Kwok

Institution: The Hong Kong University of Science and Technology (Guangzhou)

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Hong Kong University of Science and Technology

Awards: G2460922350, G5505120625

OpenAlex ID: W7208816529

Cites:

Cited by:

Related to: