An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models
| Year of publication: |
2003
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|---|---|
| Authors: | Chiarella, Carl ; Craddock, Mark ; El-Hassan, Nadima |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 22.2003, 2, p. 113-138
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