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"On calibration of stochastic and fractional stochastic volatility models."
Milan Mrázek, Jan Pospisil, Tomás Sobotka (2016)
- Milan Mrázek, Jan Pospisil
, Tomás Sobotka:
On calibration of stochastic and fractional stochastic volatility models. Eur. J. Oper. Res. 254(3): 1036-1046 (2016)
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