Login / Signup
The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications.
Maria Cristina Recchioni
Giulia Iori
Gabriele Tedeschi
Michelle S. Ouellette
Published in:
Eur. J. Oper. Res. (2021)
Keyphrases
</>
probabilistic model
option pricing
decision making
multi objective
rbf network
gaussian kernel
black scholes model