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by eantar
February 26th, 2008, 10:37 am
Forum: Technical Forum
Topic: Calibrate prices or volatilities?
Replies: 9
Views: 60912

Calibrate prices or volatilities?

do you have a link to that analysis?thanks!
by eantar
February 25th, 2008, 3:38 pm
Forum: Technical Forum
Topic: Calibrate prices or volatilities?
Replies: 9
Views: 60912

Calibrate prices or volatilities?

There are multiple ways of calibrating a term structure model. The main approaches are:- minimize sum of squared price errors- minimize sum of squared implied black volatility errorsAny ideas what method is better for what and why?