Login / Signup
Efficient likelihood estimation of Heston model for novel climate-related financial contracts valuation.
Augusto Blanc-Blocquel
Luis Ortiz-Gracia
Rodolfo Oviedo
Published in:
Math. Comput. Simul. (2024)
Keyphrases
</>
experimental data
theoretical framework
probability distribution
estimation process
conceptual model
input data
management system
long term
computational model
objective function
high level
kalman filter
decision trees
bayesian framework
posterior probability
monte carlo simulation
likelihood function
data sets