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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/10010867549
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2
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
Saved in:
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