Simulation Monte Carlo methods in extended stochastic volatility models.

Miroslav Simandl Tomás Soukup

Published in: Intell. Syst. Account. Finance Manag. (2002)

Keyphrases

monte carlo methods
monte carlo
mathematical models
low discrepancy sequences
bayesian networks
search algorithm
model selection
experimental data
pairwise
probabilistic model
markov chain
reinforcement learning
statistical methods
computational models
historical data
hybrid model
machine learning
neural network