On calibration of stochastic and fractional stochastic volatility models.

Milan Mrázek Jan Pospisil Tomás Sobotka

Published in: Eur. J. Oper. Res. (2016)

Keyphrases

stochastic models
stochastic model
stochastic process
stochastic processes
stochastic optimization
stochastic inventory control
statistical model
learning automata
point processes
parameter estimation
statistical models
stock market
random fields
control policies
finite state transducers