Pricing of options in the singular perturbed stochastic volatility model.

Tianmiao Liu Yoshifumi Muroi

Published in: J. Comput. Appl. Math. (2017)

Keyphrases

computational model
stochastic model
mathematical model
formal model
prior knowledge
probabilistic model
probability distribution
management system
theoretical framework
reinforcement learning
objective function
em algorithm
conceptual model
stochastic process