Methodology for stochastic volatility process calibration application to the CAC 40 index (Q4922640): Difference between revisions
From MaRDI portal
Latest revision as of 12:24, 6 July 2024
scientific article; zbMATH DE number 6170054
Language | Label | Description | Also known as |
---|---|---|---|
English | Methodology for stochastic volatility process calibration application to the CAC 40 index |
scientific article; zbMATH DE number 6170054 |
Statements
Methodology for stochastic volatility process calibration application to the CAC 40 index (English)
0 references
3 June 2013
0 references
stochastic volatility
0 references
Heston process
0 references
implicit volatility
0 references
calibration
0 references
adjustment test
0 references
CAC 40 index option
0 references
0 references