"A stochastic approximation algorithm for option pricing model calibration ..."

Gang George Yin, Jie Yu, Qing Zhang (2010)

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DOI: 10.1080/00207160903128505

access: closed

type: Journal Article

metadata version: 2019-05-21

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Gang George Yin, Jie Yu, Qing Zhang:
A stochastic approximation algorithm for option pricing model calibration with a switchable market. Int. J. Comput. Math. 87(15): 3525-3545 (2010)

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