A path-independent approach to integrated variance under the CEV model.
Hengxu WangJohn G. O'HaraNick ConstantinouPublished in: Math. Comput. Simul. (2015)
Keyphrases
- probabilistic model
- computational model
- neural network
- network model
- mathematical model
- theoretical analysis
- probability distribution
- data mining
- experimental data
- cost function
- objective function
- least squares
- maximum likelihood
- artificial neural networks
- parameter estimation
- shortest path
- theoretical framework
- high level
- information systems
- conceptual model
- machine learning