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Milan Mrázek
Publication Activity (10 Years)
Years Active: 2016-2016
Publications (10 Years): 1
Top Topics
Stochastic Models
Stock Market
Stochastic Process
Finite State Transducers
Top Venues
Eur. J. Oper. Res.
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Publications
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Milan Mrázek
,
Jan Pospisil
,
Tomás Sobotka
On calibration of stochastic and fractional stochastic volatility models.
Eur. J. Oper. Res.
254 (3) (2016)