Computational technique for simulating variable-order fractional Heston model with application in US stock market
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Medicine
Link
http://link.springer.com/article/10.1007/s40096-018-0267-z/fulltext.html
Reference50 articles.
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3. Vajargah, K.F., Shoghi, M.: Simulation of stochastic differential equation of geometric Brownian motion by quasi- Monte Carlo method and its application in prediction of total index of stock market and value at risk. Math. Sci. 9(3), 115–125 (2015). https://doi.org/10.1007/s40096-015-0158-5
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