A new technique for calibrating stochastic volatility models: the Malliavin gradient method

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Publication:5484638

DOI10.1080/14697680500531676zbMath1136.91430OpenAlexW2033200020MaRDI QIDQ5484638

Christian-Oliver Ewald, Ai-Hua Zhang

Publication date: 21 August 2006

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://www.ssoar.info/ssoar/handle/document/22081



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