On the Discrete-Time Simulation of the Rough Heston Model.
Alexandre RichardXiaolu TanFan YangPublished in: SIAM J. Financial Math. (2023)
Keyphrases
- mathematical model
- high level
- formal model
- analytical model
- objective function
- probabilistic model
- theoretical analysis
- statistical model
- simulation model
- markov chain
- computational model
- simulation platform
- data sets
- simulation environment
- conceptual model
- rough sets
- probability distribution
- image sequences
- information retrieval