Research and Application of a Stochastic Volatility Model with T-distribution Leveraged.
Jianhui YangJie WuPublished in: CIS (2014)
Keyphrases
- statistical model
- high level
- stochastic model
- hybrid model
- computational model
- probability distribution
- probabilistic model
- cost function
- management system
- theoretical framework
- mathematical model
- formal model
- graphical models
- expectation maximization
- theoretical analysis
- steady state
- experimental data
- objective function
- neural network