| Original language | Chinese (Simplified) |
|---|---|
| Pages (from-to) | 131-139 |
| Journal | Quantitative & Technical Economics Research (Chinese Journal) |
| Volume | 28 |
| Issue number | 9 |
| Publication status | Published - 2011 |
Calibration of Heston Volatility Model using Simulated Annealing Algorithm
Lin Wang, Lei Zhang, David Liu
Research output: Contribution to journal › Article › peer-review