Journal article 1363 views
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
Xuerong Mao,
Aubrey Truman,
Chenggui Yuan 
Journal of Applied Mathematics and Stochastic Analysis, Volume: 2006, Pages: 1 - 20
Swansea University Author:
Chenggui Yuan
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DOI (Published version): 10.1155/JAMSA/2006/80967
Abstract
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
| Published in: | Journal of Applied Mathematics and Stochastic Analysis |
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| Published: |
2006
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa23937 |
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| College: |
Faculty of Science and Engineering |
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| Start Page: |
1 |
| End Page: |
20 |