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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DOI:
10.1016/j.csda.2007.08.009
| 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
LUP-ID:
dc553550-8d62-4e64-a119-452640caccc7 | Link: https://lup.lub.lu.se/record/dc553550-8d62-4e64-a119-452640caccc7 | Statistics

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