Calibration of Stochastic Volatility Models Via Second-Order Approximation: the Heston Case

Authors: Elisa Alòs, Rafael De Santiago and Josep Vives.
International Journal of Theoretical and Applied Finance, Vol. 18, No. 6, Art. Num. 1550036, December 2015.

DOI: 10.1142/S0219024915500363

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