Sequential Calibration of Options
Lindström, Erik LU
; Ströjby, Jonas
LU
; Brodén, Mats
LU
; Wiktorsson, Magnus
LU
and Holst, Jan
LU
(2008)
In Computational Statistics and Data Analysis
52.
p.2877-2891
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/753349
- author
- Lindström, Erik
LU
; Ströjby, Jonas
LU
; Brodén, Mats
LU
; Wiktorsson, Magnus
LU
and Holst, Jan
LU
- organization
- publishing date
- 2008
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Computational Statistics and Data Analysis
- volume
- 52
- pages
- 2877 - 2891
- publisher
- Elsevier
- external identifiers
-
- wos:000254422400004
- scopus:39049128891
- DOI
- 10.1016/j.csda.2007.08.009
- language
- English
- LU publication?
- yes
- id
- dc553550-8d62-4e64-a119-452640caccc7 (old id 753349)
- date added to LUP
- 2016-04-04 12:55:36
- date last changed
- 2025-12-08 11:13:06
@article{dc553550-8d62-4e64-a119-452640caccc7,
author = {{Lindström, Erik and Ströjby, Jonas and Brodén, Mats and Wiktorsson, Magnus and Holst, Jan}},
language = {{eng}},
pages = {{2877--2891}},
publisher = {{Elsevier}},
series = {{Computational Statistics and Data Analysis}},
title = {{Sequential Calibration of Options}},
url = {{http://dx.doi.org/10.1016/j.csda.2007.08.009}},
doi = {{10.1016/j.csda.2007.08.009}},
volume = {{52}},
year = {{2008}},
}