Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure.

Takuji Arai Yuto Imai

Published in: Math. Comput. Simul. (2024)

Keyphrases

monte carlo simulation
parameter estimation
mathematical model
monte carlo
markov chain
theoretical analysis
experimental data
formal model
additive model
decision trees
causal models
linear model
prediction model
management system
objective function
similarity measure
high level