Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation

Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst

Research output: Contribution to conferenceAbstractpeer-review

Original languageEnglish
Publication statusPublished - 2006
EventForth World Congress Bachelier Finance Society - Tokyo
Duration: 2006 Aug 172006 Aug 20

Conference

ConferenceForth World Congress Bachelier Finance Society
Period2006/08/172006/08/20

Subject classification (UKÄ)

  • Probability Theory and Statistics

Cite this