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

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Latest revision as of 16:09, 9 July 2024

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Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm
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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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