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 Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
| Calibration and simulation of Heston model Open Mathematics | 2017-07-25 | Paper |
| On calibration of stochastic and fractional stochastic volatility models European Journal of Operational Research | 2016-10-07 | Paper |
Research outcomes over time
This page was built for person: Milan Mrázek
