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Calibration of Option Valuation Models using Sequential Monte Carlo Methods

Lindström, Erik LU orcid ; Ströjby, Jonas LU ; Brodén, Mats LU ; Wiktorsson, Magnus LU and Holst, Jan LU (2006) 13th International Conference on Forecasting Financial Markets
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author
; ; ; and
organization
publishing date
type
Contribution to conference
publication status
published
subject
conference name
13th International Conference on Forecasting Financial Markets
conference location
Aix-en-Provence, France
conference dates
2006-05-31 - 2006-06-02
language
English
LU publication?
yes
id
8450a9f8-5d6d-4a45-8a04-6e63b9e3a6c7 (old id 945939)
date added to LUP
2016-04-04 14:23:51
date last changed
2019-03-08 03:24:04
@misc{8450a9f8-5d6d-4a45-8a04-6e63b9e3a6c7,
  author       = {Lindström, Erik and Ströjby, Jonas and Brodén, Mats and Wiktorsson, Magnus and Holst, Jan},
  language     = {eng},
  title        = {Calibration of Option Valuation Models using Sequential Monte Carlo Methods},
  year         = {2006},
}