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"On the calibration of stochastic volatility models: A comparison study."

Jia Zhai, Yi Cao (2014)

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DOI: 10.1109/CIFER.2014.6924088

access: closed

type: Conference or Workshop Paper

metadata version: 2019-12-16

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  - conf/cifer/ZhaiC14
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Jia Zhai, Yi Cao:
On the calibration of stochastic volatility models: A comparison study. CIFEr 2014: 303-309

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