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 : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 163.2005, 1, p. 145-153
|