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Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm.
Farshid Mehrdoust
Idin Noorani
Abdelouahed Hamdi
Published in:
Math. Comput. Simul. (2023)
Keyphrases
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optimization algorithm
probabilistic model
objective function
multi view
artificial intelligence
image sequences
multi objective
optimization method