scientific article; zbMATH DE number 5596974

MaRDI QIDQ3393307zbMATH OpenFDO

Authors O. V. Aleksandrova

Publication date 19 August 2009

zbMATH Keywords

stochastic differential equationHeston stochastic model

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80)

Cited in

(1)

• The Stochastic Group

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