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Analytically pricing European options with a two-factor Stein-Stein model.
Sha Lin
Xuanmeng Lin
Xin-Jiang He
Published in:
J. Comput. Appl. Math. (2024)
Keyphrases
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probabilistic model
computational model
cost function
prediction model
object model
data sets
neural network
probability distribution
d objects
conceptual model