Mean-reverting schemes for solving the CIR model.
S. Llamazares ElíasAngel TocinoPublished in: J. Comput. Appl. Math. (2023)
Keyphrases
- computational model
- probabilistic model
- high level
- theoretical framework
- mathematical model
- neural network
- similarity measure
- prediction model
- probability distribution
- management system
- markov chain
- sensitivity analysis
- autoregressive
- hybrid model
- simulation model
- neural network model
- closed form
- experimental data
- multiscale
- face recognition
- case study