Algorithmic complexity in the heston model: an implementation view.
Henning MarxenAnton KostiukRalf KornChristian de SchryverStephan WurmIvan ShcherbakovNorbert WehnPublished in: WHPCF@SC (2011)
Keyphrases
- probabilistic model
- statistical model
- genetic algorithm
- real time
- hybrid model
- image segmentation
- conceptual model
- cost function
- mathematical model
- specification language
- formal model
- neural network model
- parameter estimation
- em algorithm
- management system
- recommender systems
- multiscale
- high level
- case study
- information systems