Simulation analysis of asset pricing based on the Gaussian process

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

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