Calibration of Option Valuation Models using Sequential Monte Carlo Methods
Lindström, Erik; Ströjby, Jonas; Brodén, Mats; Wiktorsson, Magnus, et al. (2006). Calibration of Option Valuation Models using Sequential Monte Carlo Methods . 13th International Conference on Forecasting Financial Markets. Aix-en-Provence, France
Conference Proceeding/Paper
|
Published
|
English
Authors:
Lindström, Erik
;
Ströjby, Jonas
;
Brodén, Mats
;
Wiktorsson, Magnus
, et al.
Department:
Mathematical Statistics
Mathematical Finance-lup-obsolete
Financial Mathematics Group
Research Group:
Mathematical Finance-lup-obsolete
Financial Mathematics Group
Cite this