Skip to main content
Research
  1. Queen Mary University of London
  2. Research
  3. Publications

Publications: Dr Sebastian Del Bano Rollin

Back to Search
Cui Y, del Baño Rollin S, Germano G ( 2017 ) . Full and fast calibration of the Heston stochastic volatility model . European Journal of Operational Research vol. 263 , ( 2 ) 625 - 638 .