American Options in the Volterra Heston Model.

Etienne Chevalier Sergio Pulido Elizabeth Zúniga

Published in: SIAM J. Financial Math. (2022)

Keyphrases

high level
parameter estimation
computational model
probabilistic model
prior knowledge
similarity measure
statistical model
experimental data
sensitivity analysis
formal model
multi agent systems
management system
theoretical analysis
data sets
process model
mathematical model
image enhancement
simulation model