Pages that link to "Item:Q2228636"
From MaRDI portal
The following pages link to Weak approximation of Heston model by discrete random variables (Q2228636):
Displaying 4 items.
- A second-order weak approximation of Heston model by discrete random variables (Q904337) (← links)
- Parameter estimation for the subcritical Heston model based on discrete time observations (Q2973137) (← links)
- Backward simulation methods for pricing American options under the CIR process (Q4555172) (← links)
- A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model (Q5459530) (← links)