Tuned Sequential Calibration of Options

Research output: Contribution to conferencePaper, not in proceedingpeer-review

Original languageEnglish
Publication statusUnpublished - 2014
EventEuro Working Group for Commodities and Financial Modelling 2014 (EWGCFM 14) - Milan, Italy
Duration: 2014 Dec 42014 Dec 6

Conference

ConferenceEuro Working Group for Commodities and Financial Modelling 2014 (EWGCFM 14)
Country/TerritoryItaly
CityMilan
Period2014/12/042014/12/06

Subject classification (UKÄ)

  • Probability Theory and Statistics

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