An implementation of Bouchouev's method for a short time calibration of option pricing models (Q1417057): Difference between revisions
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Latest 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 |
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An implementation of Bouchouev's method for a short time calibration of option pricing models (English)
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18 December 2003
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inverse problems
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calibration
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integral equations
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fundamental solutions of PDE
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