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Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations

Volatility ModelingEngineeringAsset PricingNumerical SimulationGeneralized SabrBusinessSimulationEfficient SimulationModeling And SimulationMarkov Chain Monte CarloMonte Carlo SamplingSequential Monte CarloStatisticsHigh-frequency Financial EconometricsMarkov Chain Approximations