Testing robustness in calibration of stochastic volatility models
| Year of publication: |
2005
|
|---|---|
| Authors: | Guerra, Maria Letizia ; Sorini, Laerte |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 163.2005, 1, p. 145-153
|
| Publisher: |
Elsevier |