Yiran Cui - Publications
Affiliations: | 2014-2017 | Department of Computer Science | University College London, London, United Kingdom |
Area:
Computational FinanceYear | Citation | Score | |||
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2017 | Cui Y, Rollin SdB~, Germano G. Full and fast calibration of the Heston stochastic volatility model European Journal of Operational Research. 263: 625-638. DOI: 10.1016/J.Ejor.2017.05.018 | 0.319 | |||
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