Pages that link to "Item:Q2247916"
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The following pages link to Heston model: the variance swap calibration (Q2247916):
Displaying 8 items.
- Parameter identification in financial market models with a feasible point SQP algorithm (Q429503) (← links)
- Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion (Q2020534) (← links)
- Uncertainty quantification and Heston model (Q2311188) (← links)
- Market-based estimation of stochastic volatility models (Q2347717) (← links)
- Calibration and simulation of Heston model (Q2364763) (← links)
- A bootstrapping market implied moment matching calibration for models with time-dependent parameters (Q2517486) (← links)
- A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING (Q3225031) (← links)
- The EWMA Heston model (Q6101022) (← links)