An explicitly solvable Heston model with stochastic interest rate.

Maria Cristina Recchioni Y. Sun

Published in: Eur. J. Oper. Res. (2016)

Keyphrases

network model
probabilistic model
high level
prior knowledge
mathematical model
experimental data
formal model
information retrieval
computational complexity
special case
computational model
monte carlo
sensitivity analysis
neural network model
bayesian framework