Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence (Q2245957)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence |
scientific article |
Statements
Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence (English)
0 references
15 November 2021
0 references
option pricing
0 references
polynomial chaos expansion
0 references
signed path dependence
0 references
time series momentum
0 references
mixture models
0 references
0 references
0 references
0 references
