An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model (Q2100206)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model |
scientific article; zbMATH DE number 7621238
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model |
scientific article; zbMATH DE number 7621238 |
Statements
An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model (English)
0 references
21 November 2022
0 references
Liu process
0 references
uncertain differential equation
0 references
European option pricing
0 references
Monte Carlo simulation
0 references
0 references
0 references
0.7501964569091797
0 references
0.7469136714935303
0 references
0.7407470941543579
0 references
