Siow, W. J., & Kilicman, A. (2021). On multilevel and control variate Monte Carlo methods for option pricing under the rough Heston model. MDPI.
Chicago Style (17th ed.) CitationSiow, Woon Jeng, and Adem Kilicman. On Multilevel and Control Variate Monte Carlo Methods for Option Pricing Under the Rough Heston Model. MDPI, 2021.
MLA (9th ed.) CitationSiow, Woon Jeng, and Adem Kilicman. On Multilevel and Control Variate Monte Carlo Methods for Option Pricing Under the Rough Heston Model. MDPI, 2021.
Warning: These citations may not always be 100% accurate.