Full and fast calibration of the Heston stochastic volatility model.

Yiran Cui Sebastian Del Bano Rollin Guido Germano

Published in: Eur. J. Oper. Res. (2017)

Keyphrases

computational model
data sets
computer vision
high level
simulation model
formal model
probabilistic model
parameter estimation
theoretical framework
mathematical model
statistical model
camera calibration
conceptual model
stochastic model