Option valuation, Heston model, two-factor Hull-White model, Stochastic volatility, Stochastic interest rate, Analytic solution
Heston model, employee stock options, subjective market beliefs, tree model, performance hurdle
Greeks, Malliavin calculus, Stochastic volatility
Multivariate HMM, Filtering, Regime switching model, Portfolio optimization
news sentiment, news impact, efficient market hypothesis daily trading, predictive analytics, asset returns, volatility of assets, liquidity of assets, GARCH model, bid-ask spread, news metadata, market data, volatility pumping, Kelly strategy
Heston Model, American Options, Moment Matching, Correlation, Tree Method
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.281 seconds