Valuing Options in Heston's Stochastic Volatility Model: Another Analytical Approach.
Robert FrontczakPublished in: J. Appl. Math. (2011)
Keyphrases
- experimental data
- formal model
- stochastic model
- stochastic models
- probabilistic model
- high level
- artificial neural networks
- cost function
- management system
- parameter estimation
- computational model
- bayesian framework
- prediction model
- stochastic nature
- neural network
- theoretical analysis
- bayesian networks
- knowledge base