On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model.
Willem HundsdorferKarel J. in 't HoutPublished in: SIAM J. Sci. Comput. (2018)
Keyphrases
- statistical models
- genetic algorithm
- formal model
- prior knowledge
- cost function
- statistical model
- access control
- experimental data
- mathematical models
- theoretical framework
- computational model
- probabilistic model
- preprocessing
- hybrid method
- reconstruction method
- linear models
- predictive model
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- neural network model
- mathematical model
- benchmark datasets
- markov chain
- computational cost
- image retrieval