Heston model
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Likelihood Approximation | Heston model 19 (test) | Relative Log-LH Error (mu*)0.0003 | 3 | |
| Likelihood Approximation | Heston model n=200, Δ=1, Ntest=100 19 | Relative Error (log-lh)0.44 | 3 | |
| Posterior sampling | Heston model posterior sampling 19 | Time (s)2,243 | 3 |
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