Computational technique for simulating variable-order fractional Heston model with application in US stock market

In this paper, a numerical technique is developed to discretize variable-order fractional Heston differential equation. The proposed strategy is followed by an optimization technology, genetic algorithm, for tuning the unknown parameters in the proposed model. The performance of the model is analyze...

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Veröffentlicht in:	Mathematical Sciences 2018-12, Vol.12 (4), p.277-283
Hauptverfasser:	Mostaghim, Zeinab Salamat, Moghaddam, Behrouz Parsa, Haghgozar, Hossein Samimi
Format:	Artikel
Sprache:	eng
Schlagworte:	Applications of Mathematics Computer simulation Differential equations Genetic algorithms Mathematical models Mathematical research Mathematics Mathematics and Statistics Original Research Securities markets Stock exchanges Stock markets
Online-Zugang:	Volltext
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