The top documents tagged [discretization bias]

Implementation Problems and Solutions in Stochastic Volatility Models of the Heston Type Jia-Hau Guo and Mao-Wei Hung.

Implementation Problems and Solutions in Stochastic Volatility Models of the Heston Type Jia-Hau Guo and Mao-Wei Hung.

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Quiz 3: Mean: 9.2 Median: 9.75 Go over problem 1

Quiz 3: Mean: 9.2 Median: 9.75 Go over problem 1

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