Yiran Cui
Identifiers
- name variant Yiran Cui 0.60 · backfill
Papers (2)
- Stability of calibration procedures: fractals in the Black-Scholes model q-fin.MF · 2016 · author #1
- Full and fast calibration of the Heston stochastic volatility model q-fin.CP · 2015 · author #1
Mentions
- 1511.08718 #1 · backfill · confidence 0.70 Yiran Cui
Frequent Coauthors
- Guido Germano 2 shared papers
- Sebastian del Ba\~no Rollin 1 shared papers
- Sebastian del Bano Rollin 1 shared papers