Maria Letizia Guerra, Laerte Sorini. Testing robustness in calibration of stochastic volatility models. European Journal of Operational Research, 163(1):145-153, 2005. [doi]
@article{GuerraS05,
title = {Testing robustness in calibration of stochastic volatility models},
author = {Maria Letizia Guerra and Laerte Sorini},
year = {2005},
doi = {10.1016/j.ejor.2004.01.004},
url = {http://dx.doi.org/10.1016/j.ejor.2004.01.004},
tags = {testing},
researchr = {https://researchr.org/publication/GuerraS05},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {163},
number = {1},
pages = {145-153},
}