Mauri Larikka

affiliation not provided to SSRN

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Scholarly Papers (1)

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Calibration Strategies of Stochastic Volatility Models for Option Pricing

Applied Financial Economics, Vol. 22, No. 23, pp. 1979-1992
Posted: 03 Nov 2012
Mauri Larikka and Juho Kanniainen
affiliation not provided to SSRN and Tampere University of Technology

Abstract:

stochastic volatility, option prices, calibration, out-of-sample