The Euler–Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model
Work
Year: 2012
Type: article
Institution University of Strathclyde
Cites: 22
Cited by: 11
Related to: 10
FWCI: 0.299
Citation percentile (by year/subfield): 77.59
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze