Calibration of stochastic volatility models: a Tikhonov regularization approach (Q1656762)
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scientific article; zbMATH DE number 6916443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of stochastic volatility models: a Tikhonov regularization approach |
scientific article; zbMATH DE number 6916443 |
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Calibration of stochastic volatility models: a Tikhonov regularization approach (English)
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10 August 2018
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calibration
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stochastic volatility model
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Tikhonov regularization
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inverse problem
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