RATE OF CONVERGENCE OF MONTE CARLO SIMULATIONS FOR THE HOBSON–ROGERS MODEL (Q3621565)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RATE OF CONVERGENCE OF MONTE CARLO SIMULATIONS FOR THE HOBSON–ROGERS MODEL |
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RATE OF CONVERGENCE OF MONTE CARLO SIMULATIONS FOR THE HOBSON–ROGERS MODEL (English)
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21 April 2009
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Hobson-Rogers model
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stochastic volatility
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Euler method
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Monte Carlo method
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