Login / Signup
Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility.
Eusebio Valero
M. Torrealba
Lucas Lacasa
François Fraysse
Published in:
J. Comput. Appl. Math. (2011)
Keyphrases
</>
mathematical model
stochastic model
high level
probabilistic model
probability distribution
hybrid model
support vector
prior knowledge
management system
experimental data
knowledge base
autoregressive
stochastic process
garch model