The following pages link to (Q3068487):
Displaying 10 items.
- The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility (Q428367) (← links)
- Testing robustness in calibration of stochastic volatility models (Q704071) (← links)
- Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory (Q928297) (← links)
- A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics (Q1000328) (← links)
- Full and fast calibration of the Heston stochastic volatility model (Q1694942) (← links)
- Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849) (← links)
- Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE (Q2350371) (← links)
- Calibration and simulation of Heston model (Q2364763) (← links)
- Efficient calibration of the Hull White model (Q2864616) (← links)
- A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING (Q3225031) (← links)
