Milan Mrázek
From MaRDI portal
Person:323462
Available identifiers
zbMath Open mrazek.milanMaRDI QIDQ323462
List of research outcomes
| 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
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Milan Mrázek
