A Copula-Based Stochastic Frontier Model for Financial Pricing.
Phachongchit TibprasornKittawit AutchariyapanitkulSomsak ChanaimSongsak SriboonchittaPublished in: IUKM (2015)
Keyphrases
- computational model
- formal model
- experimental data
- stochastic programming
- stochastic process
- maximum entropy
- statistical model
- stochastic model
- theoretical framework
- probability distribution
- probabilistic model
- mathematical model
- data sets
- monte carlo
- em algorithm
- closed form
- monte carlo simulation
- objective function
- stochastic processes
- similarity measure
- decision making