Simulation schemes for the Heston model with Poisson conditioning.
Jaehyuk ChoiYue Kuen KwokPublished in: Eur. J. Oper. Res. (2024)
Keyphrases
- computational model
- mathematical model
- probabilistic model
- analytical model
- mathematical models
- prediction model
- simulation model
- neural network model
- experimental data
- statistical model
- theoretical framework
- probability distribution
- cost function
- social networks
- hierarchical model
- simulation models
- poisson process
- simulation environment
- maximum likelihood
- management system
- objective function
- bayesian networks