Hits 1-2 within 2 documents
A new Technique for Calibrating Stochastic Volatility Models: The Malliavin Gradient Method [journal article]
Source: Quantitative Finance, 6 (2006) 2. p.147-158
Risk minimization in stochastic volatility models: model risk and empirical performance [journal article]
Source: Quantitative Finance, 9 (2009) 6. p.693-704