Tuned Sequential Calibration of Options

Lindström, Erik; Åkerlindh, Carl (2014). Tuned Sequential Calibration of Options . Euro Working Group for Commodities and Financial Modelling 2014 (EWGCFM 14). Milan, Italy
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Conference Proceeding/Paper | Unpublished | English
Authors:
Lindström, Erik ; Åkerlindh, Carl
Department:
Mathematical Statistics
Mathematical Finance-lup-obsolete
Financial Mathematics Group
Research Group:
Mathematical Finance-lup-obsolete
Financial Mathematics Group
LUP-ID:
47b9946d-ed26-4a0f-b156-48b91fe6e7dc | Link: https://lup.lub.lu.se/record/47b9946d-ed26-4a0f-b156-48b91fe6e7dc | Statistics

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