WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS (Q3523563): Difference between revisions
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| Property / cites work: Minimum-Relative-Entropy Calibration of Asset-Pricing Models / rank | |||
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| Property / cites work: Calibrating volatility surfaces via relative-entropy minimization / rank | |||
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| Property / cites work: Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model / rank | |||
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| Property / cites work: A Risk-Neutral Stochastic Volatility Model / rank | |||
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| Property / full work available at URL: https://doi.org/10.1142/s0219024901000882 / rank | |||
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| Property / OpenAlex ID: W4230395928 / rank | |||
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Latest revision as of 08:21, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS |
scientific article |
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WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS (English)
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3 September 2008
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