Tuned Sequential Calibration of Options
Lindström, Erik; Åkerlindh, Carl (2014). Tuned Sequential Calibration of Options . Euro Working Group for Commodities and Financial Modelling 2014 (EWGCFM 14). Milan, Italy
Conference Proceeding/Paper
|
Unpublished
|
English
Authors:
Lindström, Erik
;
Åkerlindh, Carl
Department:
Mathematical Statistics
Mathematical Finance-lup-obsolete
Financial Mathematics Group
Research Group:
Mathematical Finance-lup-obsolete
Financial Mathematics Group
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