Monte Carlo calibration to implied volatility surface under volatility models
Crossref DOI link: https://doi.org/10.1007/s13160-017-0270-z
Published Online: 2017-10-10
Published Print: 2017-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Han, Chuan-Hsiang
Kuo, Chien-Liang
License valid from 2017-10-10