Calibration of Heston Volatility Model using Simulated Annealing Algorithm

Lin Wang, Lei Zhang, David Liu

Research output: Contribution to journal › Article › peer-review

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

Cite this

@article{c9949fbc2cac4ef693935d7ae5aee733,

title = "Calibration of Heston Volatility Model using Simulated Annealing Algorithm",

author = "Lin Wang and Lei Zhang and David Liu",

year = "2011",

language = "简体中文",

volume = "28",

pages = "131--139",

journal = "Quantitative \& Technical Economics Research (Chinese Journal)",

number = "9",

}