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Regularization effect on model calibration

This paper compares two methods to calibrate two popular models that are widely used for stochastic volatility modeling (ie, the SABR and Heston models) with ....

Model Calibration , Option Pricing , Original Research ,

HEL Group expands operations in India

Expansion will focus on supporting high growth industries in India, including biotechnology, process safety, and pharmaceutical industries ....

Khel Group , United Kingdom Based , Skytech Systems , General Manager ,