Polynomial chaos for simulating random volatilities. - Roland Pulch; Cathrin van Emmerich (Math. Comput. Simul., 2009)

A versatile approach for stochastic correlation using hyperbolic functions. - Long Teng 002; Cathrin van Emmerich; Matthias Ehrhardt 001; Michael Günther 005 (Int. J. Comput. Math., 2016)