Browsing Bachelor Thesis - Mathematics by Author "Truong, Nhan Duc"
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Gaussian process regression for pricing option with stochastic votality and interest rate
Truong, Nhan Duc (International University - HCMC, 2019)In this thesis, I attempt to apply a capable method of Machine Learning technique that permits of quickly eval- uation of European option value considering the stochas- tics votality and the interest rate. Based on the ...