Open Journal of Applied Sciences

Vol.4 No.2(2014), Paper ID 43042, 11 pages

DOI:10.4236/ojapps.2014.42004

 

The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance

 

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

 

Dipartimento di Matematica e Informatica, Università di Camerino, Camerino (MC), Italy
Dipartimento di Scienze Economiche, Università degli Studi di Verona, Verona, Italy
Dipartimento di Management, Università Politecnica delle Marche, Ancona, Italy
Dipartimento di Matematica “G. Castelnuovo”, Università di Roma “La Sapienza”, Roma, Italy

 

Copyright © 2014 Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


L. Fatone, F. Mariani, M. Recchioni and F. Zirilli, "The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance," Open Journal of Applied Sciences, Vol. 4 No. 2, 2014, pp. 23-33. doi: 10.4236/ojapps.2014.42004.

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