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Quantization of stochastic volatility models: Numerical tests and an open source implementation.
Alessandro Fina
Alessandro Gnoatto
Athena Picarelli
Published in:
Math. Comput. Simul. (2024)
Keyphrases
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probabilistic model
statistical models
image sequences
multiscale
parametric models
feature vectors
maximum likelihood
model selection
monte carlo
experimental data
computational models
mathematical models
historical data
stochastic model