Manfred Gilli, Enrico Schumann. Calibrating the Heston Model with Differential Evolution. In EvoApplications (2). pages 242-250, 2010. [doi]
@inproceedings{GilliS10,
title = {Calibrating the Heston Model with Differential Evolution},
author = {Manfred Gilli and Enrico Schumann},
year = {2010},
doi = {10.1007/978-3-642-12242-2_25},
url = {http://dx.doi.org/10.1007/978-3-642-12242-2_25},
tags = {meta-model, Meta-Environment},
researchr = {https://researchr.org/publication/GilliS10},
cites = {0},
citedby = {0},
pages = {242-250},
booktitle = {EvoApplications (2)},
}