The weak convergence rate of two semi-exact discretization schemes for the Heston model

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DOI:	https://doi.org/10.3390/risks9010023
URL:	https://madoc.bib.uni-mannheim.de/57072
Additional URL:	https://www.mdpi.com/2227-9091/9/1/23
URN:	urn:nbn:de:bsz:180-madoc-570726
Document Type:	Article
Year of publication:	2021
The title of a journal, publication series:	Risks : Open Access Journal
Volume:	9
Issue number:	1
Page range:	Article 23
Place of publication:	Basel
Publishing house:	MDPI
ISSN:	2227-9091
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik II: Stochastische Numerik (Neuenkirch 2013-)
Pre-existing license:	Creative Commons Attribution 4.0 International (CC BY 4.0)
Subject:	330 Economics 510 Mathematics

	Dieser Eintrag ist Teil der Universitätsbibliographie.
	Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.

BASE: Mickel, Annalena ; Neuenkirch, Andreas

Google Scholar: Mickel, Annalena ; Neuenkirch, Andreas

ORCID: Mickel, Annalena ; Neuenkirch, Andreas

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