Hyperbolic symmetrization of Heston type diffusion (Q2326982)
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scientific article; zbMATH DE number 7116189
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| English | Hyperbolic symmetrization of Heston type diffusion |
scientific article; zbMATH DE number 7116189 |
Statements
Hyperbolic symmetrization of Heston type diffusion (English)
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11 October 2019
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Heston model
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symmetrization
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Euler-Maruyama scheme
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hyperbolic space
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numerical simulation
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0.8687252998352051
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0.8597332239151001
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0.7495312094688416
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0.7364938855171204
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0.7054592370986938
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