Bond pricing under mixed generalized CIR model with mixed Wishart volatility process.

Ali Reza Najafi Farshid Mehrdoust

Published in: J. Comput. Appl. Math. (2017)

Keyphrases

mathematical model
probabilistic model
process model
computational model
neural network
hybrid model
statistical model
cost function
objective function
conceptual model
development process
optimization process
data sets
recognition process
reasoning process
financial time series
generalized linear