Two-Stage Heuristic Algorithm for Heston Option Pricing Model Parameters in High-Frequency Trading Scenarios

HE WanLi, DONG JiYang

Journal of Systems Science and Mathematical Sciences ›› 2026

PDF(9962 KB)
中国科学院数学与系统科学研究院期刊网
PDF(9962 KB)
Journal of Systems Science and Mathematical Sciences ›› 2026 DOI: 10.12341/jssms240998

Two-Stage Heuristic Algorithm for Heston Option Pricing Model Parameters in High-Frequency Trading Scenarios

  • HE WanLi1, DONG JiYang2
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2026 https://doi.org/10.12341/jssms240998

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(9962 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉