Solution Behavior of Heston Model Using Impression Matrix Norm (Q5265320)
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scientific article; zbMATH DE number 6463658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution Behavior of Heston Model Using Impression Matrix Norm |
scientific article; zbMATH DE number 6463658 |
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Solution Behavior of Heston Model Using Impression Matrix Norm (English)
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23 July 2015
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stochastic differential equations
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Heston model
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3-dimensional matrix norm
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impression matrix norm
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market condition
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Milstein method
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stock market condition
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