Testing robustness in calibration of stochastic volatility models
Work
Year: 2004
Type: article
Authors Maria Letizia Guerra, Laerte Sorini
Institution University of Urbino
Cites: 4
Cited by: 6
Related to: 10
FWCI: 0.609
Citation percentile (by year/subfield): 72.03
Subfield: Finance
Domain: Social Sciences
Open Access status: closed