Lord R, Koekkoek R, Dijk DV. (2010). A comparison of biased simulation schemes for stochastic volatility models Quantitative Finance. 10(2)

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References and models cited by this paper
References and models that cite this paper

Dangerfield CE, Kay D, Burrage K. (2012). Modeling ion channel dynamics through reflected stochastic differential equations Physical review. E, Statistical, nonlinear, and soft matter physics. 85 [PubMed]

Kilinc D, Demir A. (2015). Simulation of noise in neurons and neuronal circuits Proceedings of the IEEE/ACM international conference on computer-aided design (ICCAD).

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