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~isPartOf:"The journal of computational finance"
~subject:"Bermudan swaptions"
~subject:"Estimation theory"
~subject:"Volatility"
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Bermudan swaptions
Estimation theory
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The journal of computational finance
Journal of econometrics
130
CEMMAP working papers / Centre for Microdata Methods and Practice
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Quantitative economics : QE ; journal of the Econometric Society
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Bermudan swaption model risk analysis : a local volatility approach
Jabłecki, Juliusz
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10011976669
Saved in:
2
A nonparametric local volatility model for swaptions smile
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 35-62
Persistent link: https://www.econbiz.de/10011860899
Saved in:
3
Local volatility models in commodity markets and online calibration
Albani, Vinícius
;
Ascher, Uri M.
;
Zubelli, Jorge P.
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 63-95
Persistent link: https://www.econbiz.de/10011860922
Saved in:
4
Robust calibration of financial models using Bayesian estimators
Gupta, Alok
;
Reisinger, Christoph
- In:
The journal of computational finance
17
(
2014
)
4
,
pp. 3-36
Persistent link: https://www.econbiz.de/10010387862
Saved in:
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