Solution behavior of Heston model using impression matrix norm

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Duran A., İzgi B.

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

• 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
• Istanbul Technical University Affiliated: Yes