Moment explosions in stochastic volatility models.

Leif Andersen Vladimir V. Piterbarg

Published in: Finance Stochastics (2007)

Keyphrases

stochastic processes
probabilistic model
prediction model
neural network
complex systems
garch model
stochastic models
stochastic model
hybrid model
stock market
experimental data
machine learning algorithms
model selection
prior knowledge
bayesian networks
feature selection
machine learning