Milan Mrázek
From MaRDI portal
Person:323462
Available identifiers
zbMath Open mrazek.milanMaRDI QIDQ323462
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| Unifying pricing formula for several stochastic volatility models with jumps | 2019-02-08 | Paper |
| Calibration and simulation of Heston model | 2017-07-25 | Paper |
| On calibration of stochastic and fractional stochastic volatility models | 2016-10-07 | Paper |
Research outcomes over time
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