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

Christian Oliver Ewald, A Zhang

Research output: Contribution to journal › Article › peer-review

Access to Document

@article{0ab9de544f814e1d95cf189a3e66f0d0,

title = "A new technique for calibrating stochastic volatility models: The Malliavin gradient method",

author = "Ewald, {Christian Oliver} and A Zhang",

year = "2006",

month = apr,

doi = "10.1080/14697680500531676",

language = "English",

volume = "6",

pages = "147--158",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Routledge Taylor & Francis Group",

number = "2",

}