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"Global Sensitivity Analysis of Various Numerical Schemes for the Heston Model."

Emanouil I. Atanassov, Sergei S. Kucherenko, Aneta Karaivanova (2020)

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DOI: 10.1007/978-3-030-50436-6_38

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-21

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  - conf/iccS/AtanassovKK20
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  - https://dblp.org/rec/conf/iccS/AtanassovKK20
Emanouil I. Atanassov, Sergei S. Kucherenko, Aneta Karaivanova:
Global Sensitivity Analysis of Various Numerical Schemes for the Heston Model. ICCS (7) 2020: 520-528

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