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Short-Maturity Asymptotics for a Fast Mean-Reverting Heston Stochastic Volatility Model.

Jin FengMartin FordeJean-Pierre Fouque
Published in: SIAM J. Financial Math. (2010)
Keyphrases
  • computational model
  • formal model
  • neural network
  • high level
  • probabilistic model
  • objective function
  • mathematical model
  • image segmentation
  • prediction model
  • stochastic nature