Simulation analysis of asset pricing based on the Gaussian process

Online veröffentlicht: 24. Juli 2023

Eingereicht: 29. März 2022

Akzeptiert: 10. Dez. 2022

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

Schlüsselwörter

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.