WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS (Q3523563): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Minimum-Relative-Entropy Calibration of Asset-Pricing Models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Calibrating volatility surfaces via relative-entropy minimization / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Risk-Neutral Stochastic Volatility Model / rank | |||
Normal rank | |||
Revision as of 15:01, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS |
scientific article |
Statements
WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS (English)
0 references
3 September 2008
0 references
0 references
