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Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps.

Weinan ZhangPingping ZengGongqiu ZhangYue Kuen Kwok
Published in: J. Sci. Comput. (2024)
Keyphrases
  • data sets
  • prior knowledge
  • graphical models
  • markov chain
  • monte carlo
  • statistical models
  • historical data
  • financial markets
  • stochastic processes
  • stochastic process
  • stochastic models
  • test beds