Small-time moderate deviations for the randomised Heston model.

Antoine Jacquier Fangwei Shi

Published in: J. Appl. Probab. (2020)

Keyphrases

probabilistic model
mathematical model
database
similarity measure
objective function
statistical model
prior knowledge
computational model
hybrid model
network model
formal model
bayesian framework
theoretical analysis
case study
search engine
databases
real time