فیلتر نتایج
Journal Paper
On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model
Authors: Azadeh Ghasemifard، Ali Valinejad
Year 1403
Publish place: Journal of Mathematics and Modeling in Finance Issue 1، Vol 4
Pages: 10 | Language: English
Conference Paper
Deep learning approach to American option pricing
Authors: Mahsa Motameni، Farshid Mehrdoust
Year 1402
Publish place: 5th International Conference on Software Computing
Pages: 5 | Language: EnglishJournal Paper
Deep learning for option pricing under Heston and Bates models
Authors: Ali Bolfake، Seyed Nourollah Mousavi، Sima Mashayekhi
Year 1402
Publish place: Journal of Mathematics and Modeling in Finance Issue 1، Vol 3
Pages: 16 | Language: English
Conference Paper
An approximate method to option pricing in the Heston model
Authors: Kazem Nouri، Behzad Abbasi
Year 1391
Publish place: 3rd Conference on Financial Mathematics and Applications
Pages: 11 | Language: English