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A correlated Heston's stochastic volatility model: A binomial tree approach

Pu-Ern Kow et al.

Journal of Industrial and Management Optimization2026https://doi.org/10.3934/jimo.2026080article
AJG 1ABDC B
Weight
0.50

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https://doi.org/https://doi.org/10.3934/jimo.2026080

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@article{pu-ern2026,
  title        = {{A correlated Heston's stochastic volatility model: A binomial tree approach}},
  author       = {Pu-Ern Kow et al.},
  journal      = {Journal of Industrial and Management Optimization},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.3934/jimo.2026080},
}

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A correlated Heston's stochastic volatility model: A binomial tree approach

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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