A gradient-based calibration method for the Heston model. - Anna Clevenhaus; Claudia Totzeck; Matthias Ehrhardt 001 (Int. J. Comput. Math., 2024)

A Space Mapping approach for the calibration of financial models with the application to the Heston model. - Anna Clevenhaus; Claudia Totzeck; Matthias Ehrhardt 001 (CoRR, 2025)