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

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Latest revision as of 08:34, 5 July 2024

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Parameter identification in financial market models with a feasible point SQP algorithm
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    Parameter identification in financial market models with a feasible point SQP algorithm (English)
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    19 June 2012
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    parameter identification
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    stochastic volatility models
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    feasibility perturbed sequential quadratic programming
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