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An asymptotic expansion formula for up-and-out barrier option price under stochastic volatility model.
Takashi Kato
Akihiko Takahashi
Toshihiro Yamada
Published in:
JSIAM Lett. (2013)
Keyphrases
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computational model
statistical model
objective function
mathematical model
non stationary
hybrid model
stochastic model
stochastic nature
data sets
learning algorithm
probabilistic model
theoretical analysis
parameter estimation
financial time series