Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm (Q2515097): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2014.12.020
+Normal rank
@@ Property / OpenAlex ID @@
+W2038345703
@@ Property / OpenAlex ID: W2038345703 / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Solution Behavior of Heston Model Using Impression Matrix Norm
+Normal rank
@@ Property / cites work @@
+Numerical solutions of stochastic differential equations -- implementation and stability issues
+Normal rank
@@ Property / cites work @@
+High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Numerical solution of SDE through computer experiments. Including floppy disk
+Normal rank
@@ Property / cites work @@
+Approximate Integration of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables
+Normal rank
@@ Property / cites work @@
+Q3996430
@@ Property / cites work: Q3996430 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4337625
@@ Property / cites work: Q4337625 / rank @@
+Normal rank
@@ Property / cites work @@
+Two singular diffusion problems
@@ Property / cites work: Two singular diffusion problems / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous Markov processes and stochastic equations
+Normal rank
@@ Property / cites work @@
+Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2515097