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"An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model."

Behrouz Fathi-Vajargah, Mohammad Mirzazadeh, Sara Ghasemalipour (2021)

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DOI: 10.1007/S00500-021-05702-8

access: closed

type: Journal Article

metadata version: 2021-07-15

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  dblp key:
  - journals/soco/Fathi-VajargahM21
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  - https://dblp.org/rec/journals/soco/Fathi-VajargahM21
Behrouz Fathi-Vajargah, Mohammad Mirzazadeh, Sara Ghasemalipour:
An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model. Soft Comput. 25(13): 8539-8547 (2021)

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