"Conditional expectation strategy under the long memory Heston stochastic ..."

Alireza Najafi, Farshid Mehrdoust (2024)

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DOI: 10.1080/03610918.2023.2189165

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type: Journal Article

metadata version: 2025-03-03

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Alireza Najafi, Farshid Mehrdoust:
Conditional expectation strategy under the long memory Heston stochastic volatility model. Commun. Stat. Simul. Comput. 53(11): 5453-5473 (2024)

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