Pages that link to "Item:Q904337"
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The following pages link to A second-order weak approximation of Heston model by discrete random variables (Q904337):
Displaying 4 items.
- Weak approximation of CKLS and CEV processes by discrete random variables (Q779824) (← links)
- Higher-order weak schemes for the Heston stochastic volatility model by extrapolation (Q2235889) (← links)
- Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460) (← links)
- VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES (Q5411988) (← links)