Calibration of a path-dependent volatility model: empirical tests (Q961413)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Calibration of a path-dependent volatility model: empirical tests |
scientific article |
Statements
Calibration of a path-dependent volatility model: empirical tests (English)
0 references
30 March 2010
0 references
0 references
0 references