Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Computational technique for simulating variable-order fractional Heston model with application in US stock market
scientific article

    Statements

    Computational technique for simulating variable-order fractional Heston model with application in US stock market (English)
    0 references
    3 June 2019
    0 references
    fractional calculus
    0 references
    stochastic calculus
    0 references
    computational techniques
    0 references
    optimization
    0 references
    variable-order fractional Heston model
    0 references
    stock price
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references