Calibration of stochastic volatility models: A Tikhonov regularization approach

Min Dai, Ling Tang, Xingye Yue

Research output: Journal article publicationJournal articleAcademic researchpeer-review

5 Citations (Scopus)
Original languageEnglish
Pages (from-to)66-81
Number of pages16
JournalJournal of Economic Dynamics and Control
Volume64
DOIs
Publication statusPublished - Mar 2016

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