On the calibration of the 3/2 model (Q1734372)
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scientific article; zbMATH DE number 7043190
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the calibration of the 3/2 model |
scientific article; zbMATH DE number 7043190 |
Statements
On the calibration of the 3/2 model (English)
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27 March 2019
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pricing
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model calibration
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3/2 model
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MCMC estimation
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optimization
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0.8228915333747864
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0.7790165543556213
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0.776014506816864
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0.7734695076942444
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0.7733614444732666
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