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]
@inproceedings{ZhaiC14,
title = {On the calibration of stochastic volatility models: A comparison study},
author = {Jia Zhai and Yi Cao},
year = {2014},
doi = {10.1109/CIFEr.2014.6924088},
url = {http://dx.doi.org/10.1109/CIFEr.2014.6924088},
researchr = {https://researchr.org/publication/ZhaiC14},
cites = {0},
citedby = {0},
pages = {303-309},
booktitle = {IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014},
publisher = {IEEE},
}