Methodology for stochastic volatility process calibration application to the CAC 40 index (Q4922640)
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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 |
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Methodology for stochastic volatility process calibration application to the CAC 40 index (English)
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3 June 2013
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stochastic volatility
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Heston process
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implicit volatility
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calibration
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adjustment test
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CAC 40 index option
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