An entropy approach to the Stein and Stein model with correlation.

Thorsten Rheinländer

Published in: Finance Stochastics (2005)

Keyphrases

formal model
probabilistic model
experimental data
mathematical model
computational model
real time
process model
management system
cost function
high level
database
em algorithm
theoretical framework
objective function
similarity measure
neural network model
bayesian framework
linear model