Calibration strategies of stochastic volatility models for option pricing

Research output: Contribution to journal › Article › Scientific › peer-review

2 Citations (Scopus)

Translated title of the contribution	Calibration strategies of stochastic volatility models for option pricing
Original language	English
Pages (from-to)	1979-1992
Journal	Applied Financial Economics
Volume	22
Issue number	23
DOIs	https://doi.org/10.1080/09603107.2012.681026
Publication status	Published - 2012
Publication type	A1 Journal article-refereed

Publication forum classification

@article{89b391a225544e1aa548fab656093eaf,

title = "Calibration strategies of stochastic volatility models for option pricing",

author = "Mauri Larikka and Juho Kanniainen",

note = "ei ut-numeroa 20.8.2013<br/>Contribution: organisation=tta,FACT1=1<br/>Publisher name: Routledge",

year = "2012",

doi = "10.1080/09603107.2012.681026",

language = "English",

volume = "22",

pages = "1979--1992",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor and Francis Ltd.",

number = "23",

}

TY - JOUR

T1 - Calibration strategies of stochastic volatility models for option pricing

AU - Larikka, Mauri

AU - Kanniainen, Juho

N1 - ei ut-numeroa 20.8.2013<br/>Contribution: organisation=tta,FACT1=1<br/>Publisher name: Routledge

PY - 2012

Y1 - 2012

U2 - 10.1080/09603107.2012.681026

DO - 10.1080/09603107.2012.681026

M3 - Article

SN - 0960-3107

VL - 22

SP - 1979

EP - 1992

JO - Applied Financial Economics

JF - Applied Financial Economics

IS - 23

ER -