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Sequential Calibration of Options

Lindström, Erik LU ; Ströjby, Jonas LU ; Brodén, Mats LU ; Wiktorsson, Magnus LU and Holst, Jan LU (2008) In Computational Statistics and Data Analysis 52. p.2877-2891
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Computational Statistics and Data Analysis
volume
52
pages
2877 - 2891
publisher
Elsevier
external identifiers
  • WOS:000254422400004
  • Scopus:39049128891
DOI
10.1016/j.csda.2007.08.009
language
English
LU publication?
yes
id
dc553550-8d62-4e64-a119-452640caccc7 (old id 753349)
date added to LUP
2008-01-25 13:07:47
date last changed
2016-10-30 04:42:11
@misc{dc553550-8d62-4e64-a119-452640caccc7,
  author       = {Lindström, Erik and Ströjby, Jonas and Brodén, Mats and Wiktorsson, Magnus and Holst, Jan},
  language     = {eng},
  pages        = {2877--2891},
  publisher    = {ARRAY(0x820ece0)},
  series       = {Computational Statistics and Data Analysis},
  title        = {Sequential Calibration of Options},
  url          = {http://dx.doi.org/10.1016/j.csda.2007.08.009},
  volume       = {52},
  year         = {2008},
}