Which are good references to know about different calibration methods for stochastic volatility models such as Heston? I know that there are a lot of way of carrying this task out and I was just wondering if there is something like a survey of some work and project done about.
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$\begingroup$ Take a look at the 3rd paper here, the one about ultra sparse grids for slv calibration. $\endgroup$ – will Dec 4 '17 at 9:57
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