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Calibration 1 Derivat 1 Derivative 1 Derivative Pricing 1 Local Stochastic Volatility 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Option pricing theory 1 Optionspreistheorie 1 Partial Integro-Differential Equations 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Abergel, Frédéric 1 Tachet des Combes, Rémy 1 Zaatour, Riadh 1
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Journal of mathematical finance 1
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Nonparametric model calibration for derivatives
Abergel, Frédéric; Tachet des Combes, Rémy; Zaatour, … - In: Journal of mathematical finance 7 (2017) 3, pp. 571-596
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