Calibrating Option Pricing Models with Heuristics
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Cui, Yiran & del Baño Rollin, Sebastian & Germano, Guido, 2017.
"Full and fast calibration of the Heston stochastic volatility model,"
European Journal of Operational Research, Elsevier, vol. 263(2), pages 625-638.
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- Stefan Haring & Ronald Hochreiter, 2015. "Efficient and robust calibration of the Heston option pricing model for American options using an improved Cuckoo Search Algorithm," Papers 1507.08937, arXiv.org.
- Shuaiqiang Liu & Anastasia Borovykh & Lech A. Grzelak & Cornelis W. Oosterlee, 2019. "A neural network-based framework for financial model calibration," Papers 1904.10523, arXiv.org.
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