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Keyword     Milstein scheme

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Discretizing the Information Based Asset Price Dynamics
by Cynthia Ikamari, Philip Ngare and Patrick Weke
Journal of Finance and Economics. 2019, 7(2), 68-74. DOI: 10.12691/jfe-7-2-4
Pub. Date: May 05, 2019Views: 8937Downloads: 8556
discretization Euler scheme Milstein scheme Black-Scholes model Hes-ton model BHM model
Abstract Full Text PDF (161 KB) Full Text HTML Full Text ePUB (250 KB)
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