A sequential quadratic programming method for volatility estimation in option pricing

Bertram Düring; Ansgar Jüngel; S. Volkwein

Year of publication:	June 2006
Other Persons:	Düring, Bertram (contributor) ; Jüngel, Ansgar (contributor) ; Volkwein, Stefan (contributor)
Publisher:	Konstanz : CoFE
Subject:	Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Mathematische Optimierung \| Mathematical programming

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