The following pages link to Sequential calibration of options (Q1023619):
Displaying 14 items.
- The role of additional information in option pricing: estimation issues for the state space model (Q604920) (← links)
- Radial basis function partition of unity operator splitting method for pricing multi-asset American options (Q727900) (← links)
- Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (Q961412) (← links)
- Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
- Editorial: Special issue on statistical and computational methods in finance (Q1023614) (← links)
- Implications of parameter uncertainty on option prices (Q1958422) (← links)
- Tuned iterated filtering (Q2637380) (← links)
- BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
- Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model (Q2804505) (← links)
- A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options (Q3464429) (← links)
- Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
- Stochastic volatility double-jump-diffusions model: the importance of distribution type of jump amplitude (Q4976303) (← links)
- Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models (Q5030643) (← links)
- BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems (Q5031725) (← links)
