How to choose my stochastic volatility parameters? A review

Fabien Le Floc'h

Papers from arXiv.org

Abstract: Based on the existing literature, this article presents the different ways of choosing the parameters of stochastic volatility models in general, in the context of pricing financial derivative contracts. This includes the use of stochastic volatility inside stochastic local volatility models.

Date: 2025-12
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2512.19821

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