On the calibration of the 3/2 model (Q1734372): Difference between revisions
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Revision as of 01:01, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the calibration of the 3/2 model |
scientific article |
Statements
On the calibration of the 3/2 model (English)
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27 March 2019
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pricing
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model calibration
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3/2 model
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MCMC estimation
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optimization
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