Calibration of Stochastic Volatility Models: A Tikhonov Regularization Approach

Ph.D

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Bibliographic Details
Main Author:	TANG LING
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2015
Subjects:	stochastic volatility model, asset pricing, calibration, inverse problem, Tikhonov regularization method
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/118602
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Institution:	National University of Singapore
Language:	English

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record_format	dspace
spelling	sg-nus-scholar.10635-1186022015-02-01T03:54:59Z Calibration of Stochastic Volatility Models: A Tikhonov Regularization Approach TANG LING MATHEMATICS DAI MIN stochastic volatility model, asset pricing, calibration, inverse problem, Tikhonov regularization method Ph.D DOCTOR OF PHILOSOPHY 2015-01-31T18:01:03Z 2015-01-31T18:01:03Z 2014-07-25 Thesis TANG LING (2014-07-25). Calibration of Stochastic Volatility Models: A Tikhonov Regularization Approach. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/118602 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	stochastic volatility model, asset pricing, calibration, inverse problem, Tikhonov regularization method
spellingShingle	stochastic volatility model, asset pricing, calibration, inverse problem, Tikhonov regularization method TANG LING Calibration of Stochastic Volatility Models: A Tikhonov Regularization Approach
description	Ph.D
author2	MATHEMATICS
author_facet	MATHEMATICS TANG LING
format	Theses and Dissertations
author	TANG LING
author_sort	TANG LING
title	Calibration of Stochastic Volatility Models: A Tikhonov Regularization Approach
title_short	Calibration of Stochastic Volatility Models: A Tikhonov Regularization Approach
title_full	Calibration of Stochastic Volatility Models: A Tikhonov Regularization Approach
title_fullStr	Calibration of Stochastic Volatility Models: A Tikhonov Regularization Approach
title_full_unstemmed	Calibration of Stochastic Volatility Models: A Tikhonov Regularization Approach
title_sort	calibration of stochastic volatility models: a tikhonov regularization approach
publishDate	2015
url	http://scholarbank.nus.edu.sg/handle/10635/118602
_version_	1681095487588925440

Calibration of Stochastic Volatility Models: A Tikhonov Regularization Approach

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