Calibrating option pricing models with heuristics
Manfred Gilli and Enrico Schumann
| Year of publication: |
2011
|
|---|---|
| Authors: | Gilli, Manfred ; Schumann, Enrico |
| Published in: |
Natural computing in computational finance : volume 4. - Berlin [u.a.] : Springer, ISBN 978-3-642-23335-7. - 2011, p. 9-37
|
| Subject: | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming | Heuristik | Heuristics | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009423553