Simulation analysis of asset pricing based on the Gaussian process

Publié en ligne: 24 juil. 2023

Reçu: 29 mars 2022

Accepté: 10 déc. 2022

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

Mots clés

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.