Multilevel Monte Carlo methods for positivity-preserving approximations of the Heston 3/2-model.

Xiaojuan Wu Siqing Gan

Published in: CoRR (2024)

Keyphrases

machine learning
feature selection
computational model
probabilistic model
model selection
monte carlo methods
genetic algorithm
probability distribution
mathematical model
monte carlo
bayesian framework
neural network
state space
parameter estimation
probability density function