Calibration strategies of stochastic volatility models for option pricing
| Year of publication: |
2012
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|---|---|
| Authors: | Larikka, Mauri ; Kanniainen, Juho |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 22.2012, 23 (1.1.), p. 1979-1993
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