Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation
Lindström, Erik; Ströjby, Jonas; Brodén, Mats; Wiktorsson, Magnus, et al. (2006). Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation . Forth World Congress Bachelier Finance Society
Conference Abstract
|
Published
|
English
Authors:
Lindström, Erik
;
Ströjby, Jonas
;
Brodén, Mats
;
Wiktorsson, Magnus
, et al.
Department:
Mathematical Statistics
Mathematical Finance-lup-obsolete
Financial Mathematics Group
Research Group:
Mathematical Finance-lup-obsolete
Financial Mathematics Group
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