Testing robustness in calibration of stochastic volatility models (Q704071)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing robustness in calibration of stochastic volatility models |
scientific article |
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Testing robustness in calibration of stochastic volatility models (English)
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12 January 2005
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stochastic volatility models
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Monte Carlo procedure
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market
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