Approximation Formula for Option Prices under Rough Heston Model and Short-Time Implied Volatility Behavior.

Siow Woon Jeng Adem Kiliçman

Published in: Symmetry (2020)

Keyphrases

probabilistic model
experimental data
mathematical model
formal model
probability distribution
neural network
social networks
high level
multi agent
management system
em algorithm
computational model
simulation model