Testing robustness in calibration of stochastic volatility models

Maria Letizia Guerra () and Laerte Sorini

European Journal of Operational Research, 2005, vol. 163, issue 1, pages 145-153

Date: 2005

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European Journal of Operational Research is edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

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