Pages that link to "Item:Q2953945"
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The following pages link to Robust Numerical Calibration for Implied Volatility Expansion Models (Q2953945):
Displaying 4 items.
- Testing robustness in calibration of stochastic volatility models (Q704071) (← links)
- Monte Carlo calibration to implied volatility surface under volatility models (Q1684770) (← links)
- Calibration of Stock Betas from Skews of Implied Volatilities (Q3004479) (← links)
- Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes (Q6053111) (← links)