Pages that link to "Item:Q2816963"

The following pages link to SWITCHING TO NONAFFINE STOCHASTIC VOLATILITY: A CLOSED-FORM EXPANSION FOR THE INVERSE GAMMA MODEL (Q2816963):

Displaying 2 items.

• The calibration of stochastic local-volatility models: an inverse problem perspective (Q2204027) (← links)
• Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods (Q2288759) (← links)