Calibrating the model parameters in pricing using the trust region method (Q2634410)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibrating the model parameters in pricing using the trust region method |
scientific article |
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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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