Sequential Calibration of Options

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

Research output: Contribution to journalArticlepeer-review

27 Citations (SciVal)
Original languageEnglish
Pages (from-to)2877-2891
JournalComputational Statistics and Data Analysis
Volume52
DOIs
Publication statusPublished - 2008

Subject classification (UKÄ)

  • Probability Theory and Statistics

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