1 – 5 of 5
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=" "
width=" "
height=" "
allowtransparency="true"
frameborder="0">
</iframe>
- 2008
-
Mark
Sequential Calibration of Options
(
- Contribution to journal › Article
- 2006
-
Mark
Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation
2006) Forth World Congress Bachelier Finance Society(
- Contribution to conference › Abstract
-
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
- 2005
-
Mark
Are Option Prices Stochastic?
2005) 36st Meeting of the EURO Working Group on Financial Modelling(
- Contribution to conference › Abstract
- 2002
-
Mark
A Wavelet Based Approach to the Head and Shoulders Pattern
2002) Euro Working Group on Financial Modeling 31st Meeting(
- Contribution to conference › Abstract