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

Mickel, Annalena ; Neuenkirch, Andreas

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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 (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.

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