The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model (Q356137): Difference between revisions
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Revision as of 19:44, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model |
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The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model (English)
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25 July 2013
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Euler
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Maruyama method
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stochastic differential equation
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Brownian motion
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option value
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