Login / Signup
A class of nonlinear stochastic volatility models and its implications for pricing currency options.
Jun Yu
Zhenlin Yang
Xibin Zhang
Published in:
Comput. Stat. Data Anal. (2006)
Keyphrases
</>
stochastic models
stochastic model
neural network
feature selection
bayesian networks
sufficient conditions
model selection
parameter estimation
monte carlo
statistical models
stochastic process
double exponential