Tomás Sobotka

According to our database, Tomás Sobotka authored at least 1 paper in 2016.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2016

On calibration of stochastic and fractional stochastic volatility models.

Milan Mrázek, Jan Pospisil, Tomás Sobotka

Eur. J. Oper. Res., 2016