Advanced

Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation

Lindström, Erik LU ; Ströjby, Jonas LU ; Brodén, Mats LU ; Wiktorsson, Magnus LU and Holst, Jan LU (2006) Forth World Congress Bachelier Finance Society
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to conference
publication status
published
subject
conference name
Forth World Congress Bachelier Finance Society
language
English
LU publication?
yes
id
bdc12fb4-0503-4ccd-a326-6e6c00ee51d6 (old id 945959)
date added to LUP
2008-01-25 13:27:49
date last changed
2016-04-16 11:38:27
@misc{bdc12fb4-0503-4ccd-a326-6e6c00ee51d6,
  author       = {Lindström, Erik and Ströjby, Jonas and Brodén, Mats and Wiktorsson, Magnus and Holst, Jan},
  language     = {eng},
  title        = {Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation},
  year         = {2006},
}