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~isPartOf:"The journal of computational finance"
~subject:"Portfolio-Management"
~subject:"Statistical test"
~subject:"Stochastic process"
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The journal of computational finance
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Complexity reduction for calibration to American options
Burkovska, Olena
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 25-60
Persistent link: https://www.econbiz.de/10012064981
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
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:
4
Non-parametric calibration of jump-diffusion option pricing models
Cont, Rama
;
Tankov, Peter
- In:
The journal of computational finance
7
(
2004
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10002060727
Saved in:
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