Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation

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

Forskningsoutput: Konferensbidrag › Konferensabstract › Peer review

Originalspråk	engelska
Status	Published - 2006
Evenemang	Forth World Congress Bachelier Finance Society - Tokyo Varaktighet: 2006 aug. 17 → 2006 aug. 20

Konferens	Forth World Congress Bachelier Finance Society
Period	2006/08/17 → 2006/08/20

Ämnesklassifikation (UKÄ)

@conference{bdc12fb405034ccda3266e6c00ee51d6,

title = "Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation",

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 = "Forth World Congress Bachelier Finance Society ; Conference date: 17-08-2006 Through 20-08-2006",

}