Pages that link to "Item:Q323465"

The following pages link to On calibration of stochastic and fractional stochastic volatility models (Q323465):

Displaying 21 items.

• Testing robustness in calibration of stochastic volatility models (Q704071) (← 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)
• A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
• Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
• The calibration of stochastic local-volatility models: an inverse problem perspective (Q2204027) (← links)
• Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) (← links)
• Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? (Q2240016) (← links)
• Calibration and simulation of Heston model (Q2364763) (← links)
• Calibration of self-decomposable Lévy models (Q2444660) (← links)
• Robust Numerical Calibration for Implied Volatility Expansion Models (Q2953945) (← links)
• Calibrating a Diffusion Pricing Model with Uncertain Volatility: Regularization and Stability (Q4548071) (← links)
• DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330) (← links)
• (Q4645358) (← links)
• DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS (Q4994441) (← links)
• Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models (Q5030643) (← links)
• FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION (Q5213111) (← links)
• Robustness and sensitivity analyses of rough Volterra stochastic volatility models (Q6146137) (← links)
• Strategic trading with information acquisition and long-memory stochastic liquidity (Q6167433) (← links)
• Calibrating fractional Vasicek model (Q6169355) (← links)
• Impact of rough stochastic volatility models on long-term life insurance pricing (Q6173889) (← links)