An implementation of Bouchouev's method for a short time calibration of option pricing models (Q1417057): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An implementation of Bouchouev's method for a short time calibration of option pricing models |
scientific article |
Statements
An implementation of Bouchouev's method for a short time calibration of option pricing models (English)
0 references
18 December 2003
0 references
inverse problems
0 references
calibration
0 references
integral equations
0 references
fundamental solutions of PDE
0 references
