Solution behavior of Heston model using impression matrix norm


Duran A., İzgi B.

Gulf International Conference on Applied Mathematics, GICAM 2013, Kuwait, Kuwait, 19 - 21 November 2013, vol.87, pp.215-221 identifier

  • Publication Type: Conference Paper / Full Text
  • Volume: 87
  • Doi Number: 10.1007/978-3-319-06923-4_20
  • City: Kuwait
  • Country: Kuwait
  • Page Numbers: pp.215-221