Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460)
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English | Computational technique for simulating variable-order fractional Heston model with application in US stock market |
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Computational technique for simulating variable-order fractional Heston model with application in US stock market (English)
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3 June 2019
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fractional calculus
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stochastic calculus
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computational techniques
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optimization
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variable-order fractional Heston model
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stock price
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