The calibration of stochastic local-volatility models: An inverse problem perspective.

Yuri F. Saporito Xu Yang Jorge P. Zubelli

Published in: Comput. Math. Appl. (2019)

Keyphrases

stochastic models
statistical models
computer vision
viewpoint
stochastic process
stochastic processes
statistical model
imaging model
hybrid model
computational models
short term
machine learning
multi view
least squares
probabilistic model
prior knowledge
information retrieval