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On the explicit evaluation of the Geometric Asian options in stochastic volatility models with jumps.
Friedrich Hubalek
Carlo Sgarra
Published in:
J. Comput. Appl. Math. (2011)
Keyphrases
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probabilistic model
artificial neural networks
complex systems
experimental data
stochastic model
neural network
bayesian networks
statistical models
computational models
hybrid model
stochastic processes
stochastic models
point processes