SciComp Releases SciCal Calibrator for SV and SVJ Models |
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SciComp Inc. has released SciCal software for calibrating stochastic volatility (SV) and stochastic volatility + jumps (SVJ) pricing models to market data. The modern search variant used in SciCal is very fast --SciCal can calibrate from a handful to hundreds of options to market data in under a minute. |
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This article appeared online at Numa.web |
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