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Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM.

Fazlollah SoleymaniBehzad Nemati Saray
Published in: Comput. Math. Appl. (2019)
Keyphrases
  • probabilistic model
  • cost function
  • neural network
  • high level
  • multiscale
  • statistical model
  • genetic algorithm
  • image sequences
  • process model
  • neural network model
  • power law