Volatility Surface Calibration In Illiquid Market Environment.

László Nagy Mihaly Ormos

Published in: ECMS (2017)

Keyphrases

stock price
stock market
financial markets
chinese stock market
financial crisis
three dimensional
d objects
short term
camera calibration
stock returns
real time
non stationary
surface reconstruction
focal length
long term
financial time series
multi agent
garch model