Gradient Computation for Model Calibration with Pointwise Observations (Q2849376): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/978-3-0348-0631-2_7 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W42579760 / rank | |||
Normal rank | |||
Latest revision as of 01:40, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gradient Computation for Model Calibration with Pointwise Observations |
scientific article |
Statements
Gradient Computation for Model Calibration with Pointwise Observations (English)
0 references
17 September 2013
0 references
option pricing models
0 references
pointwise observations
0 references
optimization
0 references
partial integro-differential equations
0 references
discretization
0 references
