"Sequential calibration of options."

Erik Lindström et al. (2008)

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DOI: 10.1016/J.CSDA.2007.08.009

access: closed

type: Journal Article

metadata version: 2020-02-18

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Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst:
Sequential calibration of options. Comput. Stat. Data Anal. 52(6): 2877-2891 (2008)

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