Calibrating the model parameters in pricing using the trust region method (Q2634410): Difference between revisions
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Latest revision as of 11:20, 19 December 2024
scientific article
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English | Calibrating the model parameters in pricing using the trust region method |
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Calibrating the model parameters in pricing using the trust region method (English)
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9 February 2016
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trust region method
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option pricing
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regularization
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