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Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure.
Xin-Jiang He
Sha Lin
Published in:
Expert Syst. Appl. (2024)
Keyphrases
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foreign exchange
computational model
mathematical model
databases
management system
hierarchical structure
neural network
search space
probabilistic model
decision support system
em algorithm
network structure
stock price