Simulation analysis of asset pricing based on the Gaussian process

Data publikacji: 24 lip 2023

Otrzymano: 29 mar 2022

Przyjęty: 10 gru 2022

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

Słowa kluczowe

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.