14 search results - page 1 / 3 » Comparison results for stochastic volatility models via coup... |
FS
2010
13 years 3 months ago
2010
The aim of this paper is to investigate the properties of stochastic volatility models, and to discuss to what extent, and with regard to which models, properties of the classical...
WSC
2007
13 years 7 months ago
2007
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
SIAMNUM
2010
12 years 11 months ago
2010
The quantization based filtering method (see [13], [14]) is a grid based approximation method to solve nonlinear filtering problems with discrete time observations. It relies on o...
AIPS
2004
13 years 6 months ago
2004
The problem of optimal policy formulation for teams of resource-limited agents in stochastic environments is composed of two strongly-coupled subproblems: a resource allocation pr...
BMCBI
2010
13 years 5 months ago
2010
Background: Candida albicans is a commonly encountered fungal pathogen in humans. The formation of biofilm is a major virulence factor in C. albicans pathogenesis and is related t...