Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm

From MaRDI portal
Publication:2515097

DOI10.1016/j.cam.2014.12.020zbMath1305.65014OpenAlexW2038345703MaRDI QIDQ2515097

Burhaneddin İzgi, Ahmet Duran

Publication date: 11 February 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2014.12.020



Related Items



Cites Work