Series Expansions and Direct Inversion for the Heston Model.

Simon J. A. Malham Jiaqi Shen Anke Wiese

Published in: SIAM J. Financial Math. (2021)

Keyphrases

computational model
prior knowledge
formal model
bayesian framework
theoretical analysis
mathematical model
data sets
multiscale
data structure
cost function
statistical model
linear model
neural network model
experimental data
theoretical framework
probabilistic model
data model
feature selection