"Testing robustness in calibration of stochastic volatility models."

Maria Letizia Guerra, Laerte Sorini (2005)

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DOI: 10.1016/J.EJOR.2004.01.004

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type: Journal Article

metadata version: 2022-01-03

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Maria Letizia Guerra, Laerte Sorini:
Testing robustness in calibration of stochastic volatility models. Eur. J. Oper. Res. 163(1): 145-153 (2005)

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