A Space Mapping approach for the calibration of financial models with the application to the Heston model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Clevenhaus, Anna, Totzeck, Claudia, Ehrhardt, Matthias
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis Computational Finance 65M06, 65K10, 91-08
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2501.14521