On full calibration of hybrid local volatility and regime-switching models
| Year of publication: |
2018
|
|---|---|
| Authors: | He, Xin-Jiang ; Zhu, Song-Ping |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 0270-7314, ZDB-ID 2002201-3. - Vol. 38.2018, 5 (08.02.), p. 586-606
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.21901 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082098