Sensitivity Study of Heston Stochastic Volatility Model Using GPGPU.

Emanouil I. Atanassov Sofiya Ivanovska

Published in: LSSC (2011)

Keyphrases

theoretical framework
experimental data
sensitivity analysis
theoretical analysis
study proposes
neural network
formal model
probabilistic model
management system
computational model
statistical model
bayesian networks
network structure
conceptual model
theoretical foundation
autoregressive