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Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm
Journal of Computational and Applied Mathematics, Vol. 281, Haziran 2015, s. 126-134, ISSN: 0377-0427
DURAN AHMET,İZGİ BURHANEDDİN
Burhaneddin İzgi Article Matematiksel Finans3 boyutlu matris normlarıStokastik Diferansiyel DenklemlerSimülasyonHeston Stokastik Volatilite modeli

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