How to choose my stochastic volatility parameters? A review

By Fabien Le Floc'h

Published 2025-12-22

Everscope rating

1232.8

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Literature Review of Calibration Practices. Problem types: Optimization, Risk Management, Derivative Pricing, Model Calibration, Parameter Estimation.

arXiv:2512.19821 · Paper rankings

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