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Performance of information criteria for selection of Hawkes process models of financial data
Chen, Jing; Hawkes, A. G.; Scalas, E.; Trinh, M. - In: Quantitative finance 18 (2018) 2, pp. 225-235
Persistent link: https://www.econbiz.de/10011905908
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Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.; Gass, M.; Glau, Kathrin; Mahlstedt, M.; … - In: Quantitative finance 18 (2018) 7, pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
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Calibration and advanced simulation schemes for the Wishart stochastic volatility model
La Bua, Gaetano; Marazzina, Daniele - In: Quantitative finance 19 (2019) 6, pp. 997-1016
Persistent link: https://www.econbiz.de/10012194737
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Stationary Heston model : calibration and pricing of exotics using product recursive quantization
Lemaire, Vincent; Montes, Thibaut; Pagès, Gilles - In: Quantitative finance 22 (2022) 4, pp. 611-629
Persistent link: https://www.econbiz.de/10013367839