Simulation analysis of asset pricing based on the Gaussian process
This paper simulates and analyzes asset pricing based on the Gaussian model, simulates stock price paths under the Heston model, B-S model, and Gaussian model using the Monte Carlo simulation method, and compares with the real path. The difference between the Heston model, the B-S model, and the rea...
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| Format: | Article |
| Language: | English |
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Sciendo
2024-01-01
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| Series: | Applied Mathematics and Nonlinear Sciences |
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| Online Access: | https://doi.org/10.2478/amns.2023.2.00073 |