On calibration of stochastic and fractional stochastic volatility models (Q323465)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On calibration of stochastic and fractional stochastic volatility models |
scientific article; zbMATH DE number 6636523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On calibration of stochastic and fractional stochastic volatility models |
scientific article; zbMATH DE number 6636523 |
Statements
On calibration of stochastic and fractional stochastic volatility models (English)
0 references
7 October 2016
0 references
fractional stochastic volatility model
0 references
Heston model
0 references
option pricing
0 references
calibration
0 references
optimization
0 references
0 references
0 references
0 references
