On the calibration of the 3/2 model (Q1734372)
From MaRDI portal
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)
0 references
27 March 2019
0 references
pricing
0 references
model calibration
0 references
3/2 model
0 references
MCMC estimation
0 references
optimization
0 references