Ling Tang
National University of Singapore
2 Papers
7 Citations
Ling Tang is an academic researcher from National University of Singapore. The author has contributed to research in topics: Constant elasticity of variance model & Stochastic volatility. The author has an hindex of 1, co-authored 2 publications.
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Papers
Calibration of stochastic volatility models: A Tikhonov regularization approach
Min Dai,Ling Tang,Xingye Yue +2 more
TL;DR: In this article, a Tikhonov regularization approach with an efficient numerical algorithm is proposed to recover the risk neutral drift term of the volatility process from option prices, which is used for calibration of general stochastic volatility models.
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Calibration of Stochastic Volatility Models: An Optimal ControlApproach
Min Dai,Ling Tang,Xingye Yue +2 more
TL;DR: In this paper, an optimal control approach was proposed to recover the risk neutral drift term of stochastic volatility from option prices. But they do not assume that the volatility model has a special structure, so their algorithm applies to calibration of general stochastically volatility models.
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