Login / Signup
Long-Time Large Deviations for the Multiasset Wishart Stochastic Volatility Model and Option Pricing.
Aurélien Alfonsi
David Krief
Peter Tankov
Published in:
SIAM J. Financial Math. (2019)
Keyphrases
</>
machine learning
state dependent
large deviations
objective function
prior knowledge
probabilistic model
stochastic process
option pricing
probability distribution