Pricing a Chained Dynamic Fund Protection Under Vasicek Interest Rate Model with Stochastic Barrier.

Yinghui Dong Chao Xu Sang Wu

Published in: J. Syst. Sci. Complex. (2019)

Keyphrases

stochastic model
computational model
statistical model
neural network
high level
probabilistic model
management system
conceptual model
experimental data
stochastic process
stochastic processes
mathematical model
theoretical framework
parameter estimation
cost function
image sequences
information systems