Pages that link to "Item:Q961413"
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The following pages link to Calibration of a path-dependent volatility model: empirical tests (Q961413):
Displaying 9 items.
- Robustness for path-dependent volatility models (Q377786) (← links)
- 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)
- Specification tests of calibrated option pricing models (Q888333) (← links)
- Path dependent volatility (Q940996) (← links)
- Marginal distribution of some path-dependent stochastic volatility model (Q947188) (← links)
- The Role of Fundamental Solution in Potential and Regularity Theory for Subelliptic PDE (Q2800128) (← links)
- Calibration of Stock Betas from Skews of Implied Volatilities (Q3004479) (← links)
- On the complete model with stochastic volatility by Hobson and Rogers (Q3024615) (← links)