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Computation of the Delta of European options under stochastic volatility models.

Yeliz Yolcu-OkurTilman SayerBilgi YilmazB. Alper Inkaya
Published in: Comput. Manag. Sci. (2018)
Keyphrases
  • machine learning
  • data mining
  • prior knowledge
  • probabilistic model
  • stochastic model
  • decision trees
  • long term
  • model selection
  • experimental data
  • classification models
  • stochastic models