Mixed fractional Heston model and the pricing of American options.
Farshid MehrdoustAli Reza NajafiSomayeh FallahOldouz SamimiPublished in: J. Comput. Appl. Math. (2018)
Keyphrases
- conceptual model
- probabilistic model
- formal model
- multi agent systems
- computational model
- experimental data
- knowledge base
- web services
- decision trees
- prior knowledge
- data model
- learning algorithm
- least squares
- mathematical model
- statistical model
- decision making
- sensitivity analysis
- neural network model
- search engine