![Heston model / Normal distribution / Stochastic differential equation / Stochastic volatility / CIR process / Autoregressive conditional heteroskedasticity / Volatility / Martingale / Statistics / Stochastic processes / Mathematical finance Heston model / Normal distribution / Stochastic differential equation / Stochastic volatility / CIR process / Autoregressive conditional heteroskedasticity / Volatility / Martingale / Statistics / Stochastic processes / Mathematical finance](https://www.pdfsearch.io/img/83994185de468c4261c4ca0a3360324f.jpg)
| Document Date: 2011-07-26 17:11:37 Open Document File Size: 190,25 KBShare Result on Facebook
City Springer Verlag / / Company Cox / / Facility Tinbergen Institute / University of Montreal / / IndustryTerm actual trading systems / quantitative finance / simulation algorithms / simulation algorithm / finance date / simpler simulation algorithms / closed-form solution / finance / software architecture / basic algorithm / stochastic volatility applications / / Organization Tinbergen Institute / University of Montreal / Institut f¨ / / Person Affine / LEIF B.G. ANDERSEN / CHRISTIAN KAHL / ACM TOMS / PETER JACKEL / Kaya / / / Position model / Heston model / ” Working Paper / / ProvinceOrState New York / / PublishedMedium Review of Financial Studies / / Technology simulation algorithm / following algorithm / Broadie-Kaya algorithm / Cheng-Feast algorithm / simulation algorithms / caching / simpler simulation algorithms / SIMULATION / QE algorithm / basic algorithm / /
SocialTag |