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Heston model

Benchmarks

TaskDatasetSOTA resultTrendResults

Likelihood Approximation

Heston model 19 (test)

0Relative Log-LH Error (mu*)

3

Likelihood Approximation

Heston model n=200, Δ=1, Ntest=100 19

0.44Relative Error (log-lh)

3

Posterior sampling

Heston model posterior sampling 19

2,243Time (s)

3