Login / Signup
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility.
José E. Figueroa-López
Sveinn Ólafsson
Published in:
Finance Stochastics (2016)
Keyphrases
</>
statistical model
em algorithm
mathematical model
similarity measure
hybrid model
long term
theoretical analysis
computational model
theoretical framework
simulation model
stochastic models
neural network
stochastic programming
formal model
probabilistic model
prior knowledge
reinforcement learning
decision trees