Fast Simultaneous Calibration and Quadratic Hedging under Parameter Uncertainty
Wiktorsson, Magnus; Lindström, Erik (2014). Fast Simultaneous Calibration and Quadratic Hedging under Parameter Uncertainty . 8th World Congress of the Bachelier Finance Society
Conference Abstract
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Published
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English
Authors:
Wiktorsson, Magnus
;
Lindström, Erik
Department:
Mathematical Statistics
Mathematical Finance-lup-obsolete
Financial Mathematics Group
Research Group:
Mathematical Finance-lup-obsolete
Financial Mathematics Group
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