A new simple tree approach for the Heston's stochastic volatility model.
Xiang-Chen ZengSong-Ping ZhuPublished in: Comput. Math. Appl. (2019)
Keyphrases
- computational model
- statistical model
- high level
- probabilistic model
- similarity measure
- simple linear
- objective function
- support vector
- formal model
- mathematical model
- conceptual model
- tree models
- data sets
- autoregressive
- simulation model
- hierarchical structure
- tree structure
- parameter estimation
- graphical models
- markov random field
- bayesian networks
- neural network