cai, M., & Li, T. (2025). Efficient simulation of prices for European call options under Heston stochastic-local volatility model: A comparison of methods.
Chicago Style (17th ed.) Citationcai, Meng, and Tianze Li. Efficient Simulation of Prices for European Call Options Under Heston Stochastic-local Volatility Model: A Comparison of Methods. 2025.
MLA (9th ed.) Citationcai, Meng, and Tianze Li. Efficient Simulation of Prices for European Call Options Under Heston Stochastic-local Volatility Model: A Comparison of Methods. 2025.
Warning: These citations may not always be 100% accurate.