Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm (Q2515097)
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scientific article; zbMATH DE number 6400721
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| English | Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm |
scientific article; zbMATH DE number 6400721 |
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Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm (English)
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11 February 2015
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numerical solutions of stochastic differential equations
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Milstein method
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stochastic Runge-Kutta method
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Heston model
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3-dimensional matrix norm
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impression matrix norm
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0.85133713
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0.8437186
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0.8388781
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0.8377594
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0.8347606
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0.82888156
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0.82711935
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