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Publications by LECH A. GRZELAK

The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation

International Journal of Theoretical and Applied Finance

English

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Gamma Expansion of the Heston Stochastic Volatility Model

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Optimal Discrete Hedging in the Heston Stochastic Volatility Model

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Efficient Monte Carlo Simulation of a Dissipative Ising Chain

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An Efficient Monte Carlo Simulation Strategy Based on Model Order Reduction and Artificial Neural Networks

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Monte Carlo Simulation of Diatomic Molecules Using the Flexible Model.

Nihon Kikai Gakkai Ronbunshu, B Hen/Transactions of the Japan Society of Mechanical Engineers, Part B

Condensed Matter Physics

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Nonequilibrium Candidate Monte Carlo Is an Efficient Tool for Equilibrium Simulation

Proceedings of the National Academy of Sciences of the United States of America

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Crystal Structure Model Assembly Program Using Monte Carlo Simulation

Acta Crystallographica Section A Foundations of Crystallography

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Simulation and the Monte Carlo Method

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Calibration and Advanced Simulation Schemes for the Wishart Stochastic Volatility Model

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