Simulation analysis of asset pricing based on the Gaussian process

Pubblicato online: 24 lug 2023

Ricevuto: 29 mar 2022

Accettato: 10 dic 2022

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

Parole chiave

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.