Ling Tang

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Calibration of Stochastic Volatility Models: An Optimal Control Approach

Number of pages: 26 Posted: 21 Oct 2012
Min Dai, Ling Tang and Xingye Yue
The Hong Kong Polytechnic University, affiliation not provided to SSRN and affiliation not provided to SSRN
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Abstract:

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calibration, stochastic volatility model, option prices, optimal control, inverse problem