Testing robustness in calibration of stochastic volatility models (Q704071)
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scientific article; zbMATH DE number 2127029
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| English | Testing robustness in calibration of stochastic volatility models |
scientific article; zbMATH DE number 2127029 |
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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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0.9167522
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0.9037408
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0.8972434
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0.8903635
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0.88795793
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0.8813674
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0.8811094
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0.88071823
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0.87999874
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