Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model.

Chulmin Kang Wanmo Kang Jong Mun Lee

Published in: Oper. Res. (2017)

Keyphrases

mathematical model
analytical model
theoretical analysis
simulation model
em algorithm
computational model
stochastic model
high level
hybrid model
simulation study
formal model
experimental data
stochastic programming
discrete event
conceptual model
petri net
management system
probabilistic model
cost function