On calibration of stochastic and fractional stochastic volatility models (Q323465): Difference between revisions
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Latest revision as of 23:23, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On calibration of stochastic and fractional stochastic volatility models |
scientific article |
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On calibration of stochastic and fractional stochastic volatility models (English)
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7 October 2016
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fractional stochastic volatility model
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Heston model
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option pricing
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calibration
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optimization
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