New Approach for the Pricing of Bond Option Using the Relation between the HJM Model and the BGM Model.

Kisoeb Park Seki Kim William T. Shaw

Published in: ICCSA (2) (2009)

Keyphrases

computational model
formal model
management system
mathematical model
theoretical framework
probabilistic model
high level
machine learning
statistical model
data sets
evolutionary algorithm
artificial neural networks
database
parameter estimation
similarity measure
network structure
sensitivity analysis