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On the calibration of stochastic volatility models: A comparison study

Jia Zhai, Yi Cao. On the calibration of stochastic volatility models: A comparison study. In IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014. pages 303-309, IEEE, 2014. [doi]

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Jia Zhai

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Yi Cao

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