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~person:"Kilin, Fiodar"
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Search: subject:"Stochastic volatility models"
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Calibration
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Fast Fourier Transform
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Numerical Integration
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Stochastic Volatility Models
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Optionspreistheorie
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Stochastischer Prozess
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Volatilität
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Kilin, Fiodar
Alòs, Elisa
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Li, Yong
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Ysusi, Carla
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Arai, Takuji
4
Chernov, Mikhail
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Figueroa-López, José E.
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Ghysels, Eric
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Kuchynka, Alexandr
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Kwok, Yue-Kuen
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Lagunas-Merino, Marc
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León, Jorge A.
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Meddahi, Nour
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Bianchi, Michele Leonardo
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Date, Paresh
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Durai, S. Raja Sethu
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Escobar, Marcos
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Ewald, Christian-Oliver
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Ewald, Christian-Olivier
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Guo, Meihui
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Huang, Jing-Zhi
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Frankfurt School of Finance and Management
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Accelerating the calibration of
stochastic
volatility
models
Kilin, Fiodar
-
2007
comparison is the choice of the fastest method for the calibration of
stochastic
volatility
models
, e.g. Heston, Bates, Barndorff …
Persistent link: https://www.econbiz.de/10010301715
Saved in:
2
Accelerating the calibration of
stochastic
volatility
models
Kilin, Fiodar
-
2007
comparison is the choice of the fastest method for the calibration of
stochastic
volatility
models
, e.g. Heston, Bates, Barndorff …
Persistent link: https://www.econbiz.de/10011293932
Saved in:
3
Accelerating the calibration of
stochastic
volatility
models
Kilin, Fiodar
-
Frankfurt School of Finance and Management
-
2007
comparison is the choice of the fastest method for the calibration of
stochastic
volatility
models
, e.g. Heston, Bates, Barndorff …
Persistent link: https://www.econbiz.de/10009642572
Saved in:
4
Accelerating the calibration of
stochastic
volatility
models
Kilin, Fiodar
-
Volkswirtschaftliche Fakultät, …
-
2006
comparison is the choice of the fastest method for the calibration of
stochastic
volatility
models
, e.g. Heston, Bates, Barndor …
Persistent link: https://www.econbiz.de/10005621261
Saved in:
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