Pages that link to "Item:Q1656762"

The following pages link to Calibration of stochastic volatility models: a Tikhonov regularization approach (Q1656762):

Displaying 11 items.

• Testing robustness in calibration of stochastic volatility models (Q704071) (← links)
• Equilibrium variance risk premium in a cost-free production economy (Q1624128) (← links)
• How should a local regime-switching model be calibrated? (Q1655569) (← links)
• On the calibration of the 3/2 model (Q1734372) (← links)
• The calibration of stochastic local-volatility models: an inverse problem perspective (Q2204027) (← links)
• Robust calibration and arbitrage-free interpolation of SSVI slices (Q2292060) (← links)
• Calibrating a Diffusion Pricing Model with Uncertain Volatility: Regularization and Stability (Q4548071) (← links)
• A General Valuation Framework for SABR and Stochastic Local Volatility Models (Q4579833) (← links)
• (Q4645358) (← links)
• Calibration of the local volatility in a trinomial tree using Tikhonov regularization (Q4807847) (← links)
• Stochastic local volatility models and the Wei-Norman factorization method (Q6105360) (← links)