Calibration of GARCH models using concurrent accelerated random search (Q905332)
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scientific article; zbMATH DE number 6532792
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| English | Calibration of GARCH models using concurrent accelerated random search |
scientific article; zbMATH DE number 6532792 |
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Calibration of GARCH models using concurrent accelerated random search (English)
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19 January 2016
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finance
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GARCH
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option pricing
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accelerated random search
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distributed computing
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0.7774415016174316
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0.7709212899208069
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0.7437845468521118
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0.7320282459259033
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