Sequential Calibration of Options

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

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	2877-2891
Journal	Computational Statistics and Data Analysis
Volume	52
DOIs	https://doi.org/10.1016/j.csda.2007.08.009
Publication status	Published - 2008

Subject classification (UKÄ)

@article{dc5535508d624e64a119452640caccc7,

title = "Sequential Calibration of Options",

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

year = "2008",

doi = "10.1016/j.csda.2007.08.009",

language = "English",

volume = "52",

pages = "2877--2891",

journal = "Computational Statistics and Data Analysis",

issn = "1872-7352",

publisher = "Elsevier",

}

TY - JOUR

T1 - Sequential Calibration of Options

AU - Lindström, Erik

AU - Ströjby, Jonas

AU - Brodén, Mats

AU - Wiktorsson, Magnus

AU - Holst, Jan

PY - 2008

Y1 - 2008

U2 - 10.1016/j.csda.2007.08.009

DO - 10.1016/j.csda.2007.08.009

M3 - Article

SN - 1872-7352

VL - 52

SP - 2877

EP - 2891

JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

ER -