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  • Search: subject:"Calibration problem"
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Subject
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Bias reduction 1 Calibration Problem 1 Calibration problem 1 FX Data 1 Fixed-width confidence interval 1 Multiscale Stochastic Volatility Models 1 Option Pricing 1 Option pricing theory 1 Optionspreistheorie 1 Primary 62F10 1 Regression 1 Secondary 62F12 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1 calibration problem 1 errors-in-variables regression model 1 inverse Gaussian distribution 1 location-scale family 1 scale family 1
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Undetermined 2
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Article 3
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Fatone, Lorella 1 Mariani, Francesca 1 Nadarajah, Saralees 1 Recchioni, Maria Cristina 1 Takada, Yoshikazu 1 Withers, Christopher 1 Zirilli, Francesco 1
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Annals of the Institute of Statistical Mathematics 1 Journal of mathematical finance 1 Statistical Papers / Springer 1
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Some explicitly solvable SABR and multiscale SABR models : option pricing and calibration
Fatone, Lorella; Mariani, Francesca; Recchioni, Maria … - In: Journal of mathematical finance 3 (2013) 1, pp. 10-32
Persistent link: https://www.econbiz.de/10010240231
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Calibration with low bias
Withers, Christopher; Nadarajah, Saralees - In: Statistical Papers 54 (2013) 2, pp. 371-379
Persistent link: https://www.econbiz.de/10010680674
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The Nonexistence of Procedures with Bounded Performance Characteristics in Certain Parametric Inference Problems
Takada, Yoshikazu - In: Annals of the Institute of Statistical Mathematics 50 (1998) 2, pp. 325-335
Persistent link: https://www.econbiz.de/10005760329
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