Calibration strategies of stochastic volatility models for option pricing
Year of publication: |
2012
|
---|---|
Authors: | Larikka, Mauri ; Kanniainen, Juho |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 22.2012, 22/24, p. 1979-1992
|
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
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