Calibration strategies of stochastic volatility models for option pricing

Mauri Larikka, Juho Kanniainen

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    Translated title of the contributionCalibration strategies of stochastic volatility models for option pricing
    Original languageEnglish
    Pages (from-to)1979-1992
    JournalApplied Financial Economics
    Volume22
    Issue number23
    DOIs
    Publication statusPublished - 2012
    Publication typeA1 Journal article-refereed

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