Journal · 2018
Calibration of the drift term in stochastic volatility jump-diffusion models using Tikhonov regularization
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Journal of Advanced Mathematical Studies
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Publication details
- Venue
- Journal of Advanced Mathematical Studies
- Type
- Journal · 2018
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APA
Elmouki, I. (2018). Calibration of the drift term in stochastic volatility jump-diffusion models using Tikhonov regularization. Journal of Advanced Mathematical Studies.
Harvard
Elmouki, I. (2018) 'Calibration of the drift term in stochastic volatility jump-diffusion models using Tikhonov regularization', Journal of Advanced Mathematical Studies.
IEEE
I. Elmouki, "Calibration of the drift term in stochastic volatility jump-diffusion models using Tikhonov regularization," Journal of Advanced Mathematical Studies, 2018.
Vancouver
Elmouki I. Calibration of the drift term in stochastic volatility jump-diffusion models using Tikhonov regularization. Journal of Advanced Mathematical Studies. 2018.
MLA
Elmouki, Ilias. "Calibration of the drift term in stochastic volatility jump-diffusion models using Tikhonov regularization." Journal of Advanced Mathematical Studies, 2018.
Chicago
Elmouki, I.. "Calibration of the drift term in stochastic volatility jump-diffusion models using Tikhonov regularization." Journal of Advanced Mathematical Studies (2018).
BibTeX
@article{elmouki2018, title={Calibration of the drift term in stochastic volatility jump-diffusion models using Tikhonov regularization}, author={Elmouki, Ilias}, journal={Journal of Advanced Mathematical Studies}, year={2018}, }