Local volatility dynamic models.
René CarmonaSergey NadtochiyPublished in: Finance Stochastics (2009)
Keyphrases
- dynamic model
- stock price
- stock market
- garch model
- experimental data
- stock index futures
- financial markets
- chinese stock market
- exchange rate
- financial crisis
- stock returns
- robot manipulators
- genetic algorithm
- control scheme
- multiple models
- turning points
- neural network
- database
- short term
- financial time series
- real world
- decision trees
- multiscale