Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm (Q2515097): Difference between revisions
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Revision as of 08:27, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm |
scientific article |
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Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm (English)
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11 February 2015
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numerical solutions of stochastic differential equations
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Milstein method
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stochastic Runge-Kutta method
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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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