Search Results - subject:"calibration."

The European internal energy market’s worth to the UK

Gasmi, Farid; Hanspach, Philip - 2019

Persistent link: https://www.econbiz.de/10012182388

Sound deposit insurance pricing using a machine learning approach

Assa, Hirbod; Pouralizadeh, Mostafa; Badamchizadeh, … - In: Risks : open access journal 7 (2019) 2/45, pp. 1-18

inaccurate calibration of the implied volatility. This issue can raise the risk of generating an arbitrage. In this paper, first … update the parameters in such a way that butterfly arbitrage is ruled out and also implementing a calibration method, we make …

Persistent link: https://www.econbiz.de/10012019237

Probing the mechanism : lending rate setting in a data-driven agent-based model

Papadopoulos, Georgios - 2019

Persistent link: https://www.econbiz.de/10014302267

No arbitrage global parametrization for the eSSVI volatility surface

Mingone, A. - In: Quantitative finance 22 (2022) 12, pp. 2205-2217

Persistent link: https://www.econbiz.de/10013490938

The role of subjectivity in mitigating incentive contracting risks

Lillis, Anne M.; Malina, Mary A.; Mundy, Julia - In: The accounting review : a publication of the American … 97 (2022) 1, pp. 365-388

Persistent link: https://www.econbiz.de/10013161605

Corruption and money laundering : you scratch my back, I’ll scratch yours

Barone, Raffaella; Masciandaro, Donato; Schneider, Friedrich - In: Metroeconomica : international review of economics 73 (2022) 1, pp. 318-342

Persistent link: https://www.econbiz.de/10012821464

The numerical precision effect : how precision of attribute information affects adoption of technology products

Park, Hanyong; Kwon, JaeHwan - In: Journal of consumer psychology : JCP ; the official … 32 (2022) 1, pp. 69-76

Persistent link: https://www.econbiz.de/10012815644

Calibration of local-stochastic volatility models by optimal transport

Guo, Ivan; Loeper, Grégoire; Wang, Shiyi - In: Mathematical finance : an international journal of … 32 (2022) 1, pp. 46-77

Persistent link: https://www.econbiz.de/10012815947

Rasch calibration and optimal categorization of the sport fandom questionnaire

Kim, Han Soo; Kang, Minsoo; Kim, Minjung - In: International journal of sports marketing & sponsorship 23 (2022) 1, pp. 75-92

Persistent link: https://www.econbiz.de/10012797839

On model robustness of the regime switching approach for pegged foreign exchange markets

Zhang, Yunbo; Drapeau, Samuel - In: Quantitative finance 22 (2022) 7, pp. 1371-1390

Persistent link: https://www.econbiz.de/10013367908