"The Euler-Maruyama approximation for the asset price in the ..."

Chaminda H. Baduraliya, Xuerong Mao (2012)

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DOI: 10.1016/J.CAMWA.2012.01.037

access: open

type: Journal Article

metadata version: 2021-02-11

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Chaminda H. Baduraliya, Xuerong Mao:
The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model. Comput. Math. Appl. 64(7): 2209-2223 (2012)

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