The weak convergence order of two Euler-type discretization schemes for the log-Heston model.

Annalena Mickel Andreas Neuenkirch

Published in: CoRR (2021)

Keyphrases

mathematical model
probabilistic model
high level
computational model
prediction model
experimental data
theoretical framework
theoretical analysis
prior knowledge
data sets
real time
probability distribution
petri net
statistical model
machine learning
conceptual model
formal model