Simulation of Conditional Expectations Under Fast Mean-Reverting Stochastic Volatility Models.

Andrei S. Cozma Christoph Reisinger

Published in: MCQMC (2020)

Keyphrases

simulation models
probabilistic model
stochastic models
neural network
statistical model
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statistical models
mathematical models
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analytical model
stochastic processes
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hybrid model
short term
monte carlo
complex systems