A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models.
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | Chiarella, Carl ; Craddock, Mark ; El-Hassan, Nadima |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Inverse Problems | Calibration | Integral Equations | Fundamental Solutions of PDE |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 261 |
| Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D11 - Consumer Economics: Theory |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005537686