Path shadowing Monte Carlo
Year of publication: |
2024
|
---|---|
Authors: | Morel, Rudy ; Mallat, Stéphane G. ; Bouchaud, Jean-Philippe |
Subject: | Option pricing | Volatility prediction | Wavelets | Volatilität | Volatility | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model |
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