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DG framework for pricing European options under one-factor stochastic volatility models.

Jirí HozmanTomás Tichý
Published in: J. Comput. Appl. Math. (2018)
Keyphrases
  • probabilistic model
  • main contribution
  • modeling framework
  • mathematical framework
  • computational models
  • learning algorithm
  • computational model
  • theoretical framework
  • stock market