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Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives.
M. Consuelo Casabán
Rafael Company
Lucas Jódar
José Ramón Pintos
Published in:
Comput. Math. Appl. (2011)
Keyphrases
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numerical analysis
statistical model
mathematical model
sensitivity analysis
probabilistic model
measured data
parameter values
experimental data
autoregressive
higher order
image sequences
bayesian framework
probability density function
formal model
computational model
level set
pattern recognition