List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Weak approximation of Heston model by discrete random variables Mathematics and Computers in Simulation | 2021-02-19 | Paper |
| Option pricing in Heston model by means of weak approximations Lietuvos Matematikos Rinkinys. Proceedings of the Lithuanian Mathematical Society. Series A | 2016-04-13 | Paper |
| A second-order weak approximation of Heston model by discrete random variables Lithuanian Mathematical Journal | 2016-01-13 | Paper |
| scientific article; zbMATH DE number 5864614 (Why is no real title available?) | 2011-03-10 | Paper |
Research outcomes over time
This page was built for person: Antanas Lenkšas
