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

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@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 = "Taylor and Francis",

number = "2",

}