---
title: Simulation of Multifactor Stochastic Volatility
url: https://www.ml-quant.com/papers/ssrn/4673452/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4673452
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4673452
featured: 2024-01-03
citations: unknown
topic: Derivatives & Volatility
---


# Simulation of Multifactor Stochastic Volatility

The article suggests a new simulation scheme for the multifactor OrnsteinUhlenbeck stochastic volatility model that is simpler to use, quicker to run, and offers better error control.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4673452
- Identifier: SSRN 4673452
- Released: 2023-12-22
- First featured: Quant Letter No. 31 (2024-01-03): https://www.ml-quant.com/issues/2024-01-03/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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