Calibration of stochastic volatility models: a Tikhonov regularization approach (Q1656762)

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Calibration of stochastic volatility models: a Tikhonov regularization approach
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    Calibration of stochastic volatility models: a Tikhonov regularization approach (English)
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    10 August 2018
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    calibration
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    stochastic volatility model
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    Tikhonov regularization
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    inverse problem
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