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Search: subject:"Calibration Problem"
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Multiscale Stochastic Volatility Models
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inverse Gaussian distribution
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Annals of the Institute of Statistical Mathematics
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Journal of mathematical finance
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ECONIS (ZBW)
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Some explicitly solvable SABR and multiscale SABR models : option pricing and calibration
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 10-32
Persistent link: https://www.econbiz.de/10010240231
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Calibration with low bias
Withers, Christopher
;
Nadarajah, Saralees
- In:
Statistical Papers
54
(
2013
)
2
,
pp. 371-379
Persistent link: https://www.econbiz.de/10010680674
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The Nonexistence of Procedures with Bounded Performance Characteristics in Certain Parametric Inference Problems
Takada, Yoshikazu
- In:
Annals of the Institute of Statistical Mathematics
50
(
1998
)
2
,
pp. 325-335
Persistent link: https://www.econbiz.de/10005760329
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