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Estimation of call prices for some stochastic volatility models.

Hui GongAerambamoorthy ThavaneswaranDarja Kalajdzievska
Published in: Model. Assist. Stat. Appl. (2014)
Keyphrases
  • parameter estimation
  • computational models
  • prior knowledge
  • probabilistic model
  • monte carlo
  • monte carlo simulation
  • parametric models
  • long run
  • data sets
  • graphical models
  • stochastic models
  • market participants