Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation
Lindström, Erik LU
; Ströjby, Jonas
LU
; Brodén, Mats
LU
; Wiktorsson, Magnus
LU
and Holst, Jan
LU
(2006)
Forth World Congress Bachelier Finance Society
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/945959
- 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
- Forth World Congress Bachelier Finance Society
- conference dates
- 2006-08-17 - 2006-08-20
- language
- English
- LU publication?
- yes
- id
- bdc12fb4-0503-4ccd-a326-6e6c00ee51d6 (old id 945959)
- date added to LUP
- 2016-04-04 13:45:28
- date last changed
- 2019-03-08 03:24:07
@misc{bdc12fb4-0503-4ccd-a326-6e6c00ee51d6,
author = {{Lindström, Erik and Ströjby, Jonas and Brodén, Mats and Wiktorsson, Magnus and Holst, Jan}},
language = {{eng}},
title = {{Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation}},
year = {{2006}},
}