Pages that link to "Item:Q2364763"
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The following pages link to Calibration and simulation of Heston model (Q2364763):
Displaying 13 items.
- On calibration of stochastic and fractional stochastic volatility models (Q323465) (← links)
- Simulating from the Heston model: a gamma approximation scheme (Q500382) (← links)
- The Heston stochastic volatility model with piecewise constant parameters -- efficient calibration and pricing of window barrier options (Q1643855) (← links)
- Full and fast calibration of the Heston stochastic volatility model (Q1694942) (← links)
- A new calibration of the Heston stochastic local volatility model and its parallel implementation on GPUs (Q1998126) (← links)
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- Heston model: the variance swap calibration (Q2247916) (← links)
- Uncertainty quantification and Heston model (Q2311188) (← links)
- Efficient calibration of the Hull White model (Q2864616) (← links)
- A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING (Q3225031) (← links)
- Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models (Q5030643) (← links)
- Estimating Heston's and Bates’ models parameters using Markov chain Monte Carlo simulation (Q5220864) (← links)
- Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM western hub real-time peak market (Q6563136) (← links)
