Calibration in the "real world" of a partially specified stochastic volatility model
Lorella Fatone, Francesca Mariani, Francesco Zirilli
| Year of publication: |
2024
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|---|---|
| Authors: | Fatone, Lorella ; Mariani, Francesca ; Zirilli, Francesco |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 1, p. 75-102
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| Subject: | calibration | optimal control | stochastic volatility models | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22461 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014475426