Pricing variance swaps under hybrid CEV and stochastic volatility.

Jiling Cao Jeong-Hoon Kim Wenjun Zhang

Published in: J. Comput. Appl. Math. (2021)

Keyphrases

financial markets
stock market
stock price
covariance matrix
standard deviation
prediction error
hybrid learning
neural network
bayesian networks
stochastic processes
learning automata
stochastic optimization
garch model
stochastic nature
distributional assumptions