Annalena Mickel
- The weak convergence order of two Euler-type discretization schemes for the log-Heston model
2021/06/21 by Annalena Mickel, Andreas Neuenkirch, Mickel, Annalena +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60H35 (Primary) #65C05 #65C30 #91G60 (Secondary) #Economic theories and models #FOS: Mathematics #Numerical Analysis (math.NA) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics