Pages that link to "Item:Q704071"
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The following pages link to Testing robustness in calibration of stochastic volatility models (Q704071):
Displaying 8 items.
- The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility (Q428367) (← links)
- Specification tests of calibrated option pricing models (Q888333) (← links)
- Calibration of GARCH models using concurrent accelerated random search (Q905332) (← links)
- Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
- Robust calibration and arbitrage-free interpolation of SSVI slices (Q2292060) (← links)
- Quantile and expectile smoothing based on \(L_1\)-norm and \(L_2\)-norm fuzzy transforms (Q2329594) (← links)
- Robust Numerical Calibration for Implied Volatility Expansion Models (Q2953945) (← links)
- Testing for EGARCH Against Stochastic Volatility Models (Q5467599) (← links)