The Euler–Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model

✍ Scribed by Baduraliya, Chaminda H.; Mao, Xuerong

• Book ID: 119211430
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 263 KB
• Volume: 64
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/j.camwa.2012.01.037