The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance

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ISSN Print: 2165-3917
ISSN Online: 2165-3925
www.scirp.org/journal/ojapps
E-mail: ojapps@scirp.org

"The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance"
written by Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli,
published by Open Journal of Applied Sciences, Vol.4 No.2, 2014

has been cited by the following article(s):

[1]	Calibration in the “real world” of a partially specified stochastic volatility model
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[2]	Estimating time-varying factors' variance in the string-term structure model with stochastic volatility
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[3]	A variable-rate quantitative trait evolution model using penalized-likelihood
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[4]	Moments and Mellin transform of the asset price in Stein and Stein model and option pricing
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[5]	Numerical Optimisation Problems in Finance
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[6]	Putting Signal-Based Model to Work
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[7]	Financial modelling with random bridge signals and forward information
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[8]	Full and fast calibration of the Heston stochastic volatility model
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[9]	Problemas de consumo e investimento em mercados financeiros
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[1]	Calibration in the “real world” of a partially specified stochastic volatility model Journal of Futures Markets, 2024 DOI:10.1002/fut.22461

[2]	A variable-rate quantitative trait evolution model using penalized-likelihood PeerJ, 2021 DOI:10.7717/peerj.11997

[3]	Moments and Mellin transform of the asset price in Stein and Stein model and option pricing Lithuanian Mathematical Journal, 2018 DOI:10.1007/s10986-018-9380-9

[4]	Full and fast calibration of the Heston stochastic volatility model European Journal of Operational Research, 2017 DOI:10.1016/j.ejor.2017.05.018

[5]	Financial Modelling with Forward-looking Information Contributions to Management Science, 2017 DOI:10.1007/978-3-319-57147-8_4

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