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Calibration risk: Illustrating the impact of calibration risk under the Heston model
Guillaume, Florence; Schoutens, Wim - In: Review of derivatives research 15 (2012) 1, pp. 57-80
Persistent link: https://www.econbiz.de/10009843786
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The αVG model for multivariate asset pricing: calibration and extension
Guillaume, Florence - In: Review of derivatives research 16 (2013) 1, pp. 25-52
Persistent link: https://www.econbiz.de/10010095374
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Calibration risk : illustrating the impact of calibration risk under the Heston model
Guillaume, Florence; Schoutens, Wim - In: Review of derivatives research 15 (2012) 1, pp. 57-79
Persistent link: https://www.econbiz.de/10009627433
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Towards a Δ-Gamma Sato multivariate model
Boen, Lynn; Guillaume, Florence - In: Review of derivatives research 23 (2020) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10012229781