Calibration of Option Valuation Models using Sequential Monte Carlo Methods

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

Research output: Contribution to conference › Paper, not in proceeding › peer-review

Original language	English
Publication status	Published - 2006
Event	13th International Conference on Forecasting Financial Markets - Aix-en-Provence, France Duration: 2006 May 31 → 2006 Jun 2

Conference	13th International Conference on Forecasting Financial Markets
Country/Territory	France
City	Aix-en-Provence
Period	2006/05/31 → 2006/06/02

Subject classification (UKÄ)

@conference{8450a9f85d6d4a458a046e63b9e3a6c7,

title = "Calibration of Option Valuation Models using Sequential Monte Carlo Methods",

author = "Erik Lindstr{\"o}m and Jonas Str{\"o}jby and Mats Brod{\'e}n and Magnus Wiktorsson and Jan Holst",

year = "2006",

language = "English",

note = "13th International Conference on Forecasting Financial Markets ; Conference date: 31-05-2006 Through 02-06-2006",

}