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Computational technique for simulating variable-order fractional Heston model with application in US stock market - MaRDI portal

Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460)

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Computational technique for simulating variable-order fractional Heston model with application in US stock market
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    Computational technique for simulating variable-order fractional Heston model with application in US stock market (English)
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    3 June 2019
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    fractional calculus
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    stochastic calculus
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    computational techniques
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    optimization
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    variable-order fractional Heston model
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    stock price
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