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Simulation analysis of asset pricing based on the Gaussian process

Jul 24, 2023

Simulation analysis of asset pricing based on the Gaussian process's Cover Image

Applied Mathematics and Nonlinear Sciences

Volume 9 (2024): Issue 1 (January 2024)

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Published Online: Jul 24, 2023

Received: Mar 29, 2022

Accepted: Dec 10, 2022

DOI: https://doi.org/10.2478/amns.2023.2.00073

Keywords
Gaussian model, Asset pricing, Monte Carlo simulation method, Heston model, B-S model

© 2023 Jingping Nong, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Language:: English

Publication timeframe:: 1 times per year
Journal Subjects:: Life Sciences, Life Sciences, other, Mathematics, Applied Mathematics, General Mathematics, Physics, Physics, other

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