Valuing A Compound Exchange Option By Monte Carlo Method.

Patricia Becsky-Nagy Janos Szaz Kata Váradi

Published in: ECMS (2024)

Keyphrases

monte carlo method
markov chain
monte carlo
genetic algorithm
posterior distribution
bayesian learning
learning machines
maximum likelihood estimation
upper bound
machine learning
mathematical models
state space
probability distribution
pattern recognition
bayesian framework
model selection
neural network