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Sequential Calibration of Options

Lindström, Erik LU orcid ; 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
; ; ; and
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
2016-04-04 12:55:36
date last changed
2022-04-08 17:00:30
@article{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    = {{Elsevier}},
  series       = {{Computational Statistics and Data Analysis}},
  title        = {{Sequential Calibration of Options}},
  url          = {{http://dx.doi.org/10.1016/j.csda.2007.08.009}},
  doi          = {{10.1016/j.csda.2007.08.009}},
  volume       = {{52}},
  year         = {{2008}},
}