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On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model.

Akihiko TakahashiToshihiro Yamada
Published in: Math. Oper. Res. (2015)
Keyphrases
  • computational model
  • stochastic programming
  • mathematical model
  • feature selection
  • data sets
  • objective function
  • hidden markov models
  • software engineering
  • hybrid model