Variance reduction in a stochastic volatility scenario.
Guerra, Maria Letizia ; Sorini, Laerte
APPS. Applied Sciences, Tome 9 (2007), p. 109-120 / Harvested from The Electronic Library of Mathematics
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Publié le : 2007-01-01
EUDML-ID : urn:eudml:doc:230323 
@article{05490661,
     title = {Variance reduction in a stochastic volatility scenario.},
     journal = {APPS. Applied Sciences},
     volume = {9},
     year = {2007},
     pages = {109-120},
     zbl = {1187.91211},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05490661}
}

Guerra, Maria Letizia; Sorini, Laerte. Variance reduction in a stochastic volatility scenario.. APPS. Applied Sciences, Tome 9 (2007) pp. 109-120. http://gdmltest.u-ga.fr/item/05490661/