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"Computational analysis of the behavior of stochastic volatility models ..."

Somayeh Yazdani, M. Hadizadeh, Vahid Fakoor (2022)

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DOI: 10.1016/J.CAM.2022.114258

access: closed

type: Journal Article

metadata version: 2022-10-20

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Somayeh Yazdani, M. Hadizadeh, Vahid Fakoor:
Computational analysis of the behavior of stochastic volatility models with financial applications. J. Comput. Appl. Math. 411: 114258 (2022)

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