Calibration in the "real world" of a partially specified stochastic volatility model
Year of publication: |
2024
|
---|---|
Authors: | Fatone, Lorella ; Mariani, Francesca ; Zirilli, Francesco |
Subject: | calibration | optimal control | stochastic volatility models | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
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