Mixed Gaussian Heston asset pricing model and statistics simulation analysis (Q5075199)
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scientific article; zbMATH DE number 7524809
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Mixed Gaussian Heston asset pricing model and statistics simulation analysis |
scientific article; zbMATH DE number 7524809 |
Statements
10 May 2022
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Heston model
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mixed Gaussian process
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Monte Carlo simulation
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0.7935051321983337
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0.7654705047607422
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0.7384631633758545
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