Testing robustness in calibration of stochastic volatility models.

Maria Letizia Guerra Laerte Sorini

Published in: Eur. J. Oper. Res. (2005)

Keyphrases

stochastic models
statistical models
camera calibration
probabilistic model
model selection
experimental data
stochastic process
stochastic model
test cases
neural network
statistical model
stock market
camera parameters
pose estimation
stochastic processes
video sequences
image sequences