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20172026
most citedDual control Monte Carlo method for tight bounds of value function under Heston stochastic volatility model

3 citations · 3 across the 3 of their papers we have counts for

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q-fin.MF2025

Option pricing under non-Markovian stochastic volatility models: A deep signature approach

Jingtang Ma, Xianglin Wu, Wenyuan Li

This paper studies the pricing problem in which the underlying asset follows a non-Markovian stochastic volatility model. Classical partial differential equation methods face signi…