@article{Raggi2006, title = {Comparing stochastic volatility models through Monte Carlo simulations}, author = {Davide Raggi and Silvano Bordignon}, day = {01}, journal = {Computational Statistics \& Data Analysis}, month = {Apr}, number = {7}, pages = {1678--1699}, url = {http://www.sciencedirect.com/science/article/B6V8V-4FP1GF7-1/1/edfda2a1feeca8ec34fb8b1203d50fb3}, volume = {50}, year = {2006}, biburl = {http://www.bibsonomy.org/bibtex/2362bd41df25929daa8a12813cd49af56/smicha}, keywords = {Jump diffusion } }