The Log-Asset Dynamic with Euler–Maruyama Scheme under Wishart Processes

This article deals with Wishart process which is defined as matrix generalization of a squared Bessel process. We consider a single risky asset pricing model whose volatility is described by Wishart affine diffusion processes. The multifactor volatility specification enables this model to be flexibl...

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Bibliographic Details
Main Authors: Raphael Naryongo, Philip Ngare, Anthony Waititu
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Online Access:http://dx.doi.org/10.1155/2021/4050722
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