Calibrating Arbitrage-Free Stochastic Volatility Models via Relative-Entropy Minimization

CarmonaDiaco, Anthony2014-09-032026-09-292014-09-032026-09-2919989423http://arks.princeton.edu/ark:/88435/dsp01t435gd410https://theses-dissertations.princeton.edu/handle/88435/dsp01t435gd410124 PagesCalibrating Arbitrage-Free Stochastic Volatility Models via Relative-Entropy MinimizationPrinceton University Senior Theses