On the Heston Model with Stochastic Interest Rates.
Lech A. GrzelakCornelis W. OosterleePublished in: SIAM J. Financial Math. (2011)
Keyphrases
- computational model
- stochastic model
- mathematical model
- stochastic nature
- neural network
- stochastic process
- network model
- formal model
- experimental data
- statistical model
- parameter estimation
- prior knowledge
- objective function
- theoretical analysis
- em algorithm
- maximum likelihood
- markov random field
- closed form
- conceptual model
- similarity measure
- knowledge base
- decision making