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- 2008
-
Mark
Sequential Calibration of Options
(
- Contribution to journal › Article
- 2006
-
Mark
Calibration of Option Valuation Models using Sequential Monte Carlo Methods
2006) 13th International Conference on Forecasting Financial Markets(
- Contribution to conference › Paper, not in proceeding
-
Mark
Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation
2006) Forth World Congress Bachelier Finance Society(
- Contribution to conference › Abstract