Parameter identification in financial market models with a feasible point SQP algorithm (Q429503): Difference between revisions

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-Jan H. Maruhn
@@ Property / author: Jan H. Maruhn / rank @@
-Normal rank
@@ Property / author @@
+Jan H. Maruhn
@@ Property / author: Jan H. Maruhn / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10589-010-9369-8
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+W2092924145
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@@ Property / cites work @@
+Computational Methods for Option Pricing
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+The Pricing of Options and Corporate Liabilities
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