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~institution:"Society for Computational Economics - SCE"
~isPartOf:"Computing in Economics and Finance 2002"
~person:"El-Hassan, Nadima"
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Calibration
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Fourier-Hermite series expansions
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Fundamental Solutions of PDE
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Integral Equations
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Inverse Problems
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multifactor derivative securities
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path integrals
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El-Hassan, Nadima
Chiarella, Carl
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Society for Computational Economics - SCE
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Computing in Economics and Finance 2002
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A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models.
Chiarella, Carl
;
Craddock, Mark
;
El-Hassan, Nadima
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537686
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The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions
Chiarella, Carl
;
El-Hassan, Nadima
;
Kucera, Adam
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345422
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