Pages that link to "Item:Q4683814"
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The following pages link to Discretising the Heston model: an analysis of the weak convergence rate (Q4683814):
Displayed 6 items.
- Higher-order weak schemes for the Heston stochastic volatility model by extrapolation (Q2235889) (← links)
- Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460) (← links)
- Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models (Q4562237) (← links)
- Series Expansions and Direct Inversion for the Heston Model (Q4988549) (← links)
- Convergence Rate of Markov Chains and Hybrid Numerical Schemes to Jump-Diffusion with Application to the Bates Model (Q5151932) (← links)
- Multilevel Monte Carlo simulation for the Heston stochastic volatility model (Q6144993) (← links)
