Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework.
Giacomo AscioneFarshid MehrdoustGiuseppe OrlandoOldouz SamimiPublished in: Appl. Math. Comput. (2023)
Keyphrases
- high level
- probabilistic model
- process model
- foreign exchange
- computational model
- mathematical model
- theoretical foundation
- conceptual model
- diffusion process
- formal model
- statistical model
- neural network
- unified model
- mathematical framework
- modeling framework
- decision model
- conceptual framework
- stock market
- probability distribution
- prior knowledge
- bayesian framework
- short term
- similarity measure
- theoretical framework
- image classification
- knowledge discovery
- objective function
- expert systems