Login / Signup
Calibration of the double Heston model and an analytical formula in pricing American put option.
Farshid Mehrdoust
Idin Noorani
Abdelouahed Hamdi
Published in:
J. Comput. Appl. Math. (2021)
Keyphrases
</>
high level
probabilistic model
computational model
formal model
closed form
learning algorithm
image sequences
objective function
video sequences
hidden markov models
probability distribution
least squares
feature points
theoretical analysis
statistical model
black scholes model