Hyperbolic symmetrization of Heston type diffusion (Q2326982)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hyperbolic symmetrization of Heston type diffusion |
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Hyperbolic symmetrization of Heston type diffusion (English)
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11 October 2019
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Heston model
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symmetrization
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Euler-Maruyama scheme
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hyperbolic space
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numerical simulation
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