Barrier option pricing under the 2-hypergeometric stochastic volatility model.

Rúben Sousa Ana Bela Cruzeiro Manuel Guerra

Published in: J. Comput. Appl. Math. (2018)

Keyphrases

sensitivity analysis
option pricing
graphical models
stochastic model
artificial intelligence
bayesian networks
evolutionary algorithm
np hard
probabilistic model
probability distribution
stochastic process