求助下载文章:
Andersen, L. (2008). ‘‘Simple and efficient simulation of the Heston stochastic volatility model.’’ Journal
of Computational Finance, 11(3):1–42.
网上有Andersen的 “Efficient Simulation of the Heston Stochastic Volatility Model'' Bank of America Securities, 2006,
感觉上是同一篇文章,但继续确认。
若是能有此文章的程序代码(最好为matlab或是C/C++),定额外给币
追加:多谢
coolfire1981 找到此文章的链接, 请需要者自行下载:[url=
http://www.risk.net/digital_assets/4248/v11n3a1.pdf]
| http://www.risk.net/digital_assets/4248/v11n3a1.pdf |
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多谢