Title of article :
Testing robustness in calibration of stochastic volatility models
Author/Authors :
Maria Letizia Guerra، نويسنده , , Laerte Sorini، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
9
From page :
145
To page :
153
Keywords :
finance , Monte Carlo method , Calibration of parameters , Stochastic Volatility , Discretization schemes
Journal title :
European Journal of Operational Research
Serial Year :
2005
Journal title :
European Journal of Operational Research
Record number :
215357
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=215357
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