Output details
10 - Mathematical Sciences
Heriot-Watt University (joint submission with University of Edinburgh)
Article title
Chi-square simulation of the CIR process and the Heston model
Type
D - Journal article
Title of journal
International Journal of Theoretical and Applied Finance
Article number
1350014
Volume number
16
Issue number
3
First page of article
-
ISSN of journal
0219-0249
Year of publication
2013
URL
-
Number of additional authors
1
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
F - Probability & Statistics
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
