The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model (Q356137)

From MaRDI portal
Revision as of 15:13, 20 June 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)





scientific article
Language Label Description Also known as
English
The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model
scientific article

    Statements

    The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model (English)
    0 references
    0 references
    0 references
    25 July 2013
    0 references

    Identifiers