Stock loan valuation under a stochastic interest rate model.
Wen-Ting ChenLiangbin XuSong-Ping ZhuPublished in: Comput. Math. Appl. (2015)
Keyphrases
- mathematical model
- computational model
- em algorithm
- stochastic process
- formal model
- high level
- cost function
- probabilistic model
- data sets
- theoretical analysis
- objective function
- bayesian networks
- experimental data
- risk assessment
- prior knowledge
- decision support system
- statistical model
- optimization model
- genetic algorithm