A new technique for calibrating stochastic volatility models: The Malliavin gradient method

Christian Oliver Ewald, A Zhang

    Research output: Contribution to journalArticlepeer-review

    12 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)147-158
    JournalQuantitative Finance
    Volume6
    Issue number2
    DOIs
    Publication statusPublished - Apr 2006

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