Sequential Calibration of Options
Lindström, Erik; Ströjby, Jonas; Brodén, Mats; Wiktorsson, Magnus, et al. (2008). Sequential Calibration of Options. Computational Statistics and Data Analysis, 52,, 2877 - 2891
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Published
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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
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