Calibration of Option Valuation Models using Sequential Monte Carlo Methods
Lindström, Erik LU
; Ströjby, Jonas
LU
; Brodén, Mats
LU
; Wiktorsson, Magnus
LU
and Holst, Jan
LU
(2006)
13th International Conference on Forecasting Financial Markets
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/945939
- author
- Lindström, Erik
LU
; Ströjby, Jonas
LU
; Brodén, Mats
LU
; Wiktorsson, Magnus
LU
and Holst, Jan
LU
- organization
- publishing date
- 2006
- 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}},
}