The optimal-drift model: an accelerated binomial scheme.

Ralf Korn Stefanie Müller

Published in: Finance Stochastics (2013)

Keyphrases

probabilistic model
experimental data
computational model
machine learning
formal model
mathematical model
theoretical framework
prior knowledge
parameter estimation
markov chain
optimal solution
statistical model
similarity measure
conceptual model
sensitivity analysis
data sets
prediction model
parameter values