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An alternative form used to calibrate the Heston option pricing model.

Xin-Jiang HeSong-Ping Zhu
Published in: Comput. Math. Appl. (2016)
Keyphrases
  • probabilistic model
  • prior knowledge
  • neural network
  • option pricing
  • decision making
  • keywords
  • long term
  • theoretical framework
  • stochastic model