Calibration risk: Illustrating the impact of calibration risk under the Heston model
نویسندگان
چکیده
منابع مشابه
Fast Calibration in the Heston Model
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ژورنال
عنوان ژورنال: Review of Derivatives Research
سال: 2011
ISSN: 1380-6645,1573-7144
DOI: 10.1007/s11147-011-9069-2