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Author = Peymany, Moslem

Number of Articles: 1
Modeling of Tehran Stock Exchange Overall Index by Heston Stochastic Differential Equation

Abdolsadeh Neisy; Moslem Peymany

Volume 14, Issue 53 , July 2014, , Pages 143-166

Abstract
  In this study, overall index of Tehran Stock Exchange is modeled by Heston stochastic differential equations and its performance is measured. To do this, after a brief introduction of stochastic differential equations, Heston model is explained in more detail and parameters of this model based on the ...  Read More