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scientific article; zbMATH DE number 5245169
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scientific article; zbMATH DE number 5245169

    Statements

    author
    Paolo Foschi
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    Andrea Pascucci
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    publication date
    6 March 2008
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    zbMATH Keywords
    arbitrage valuation
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    model calibration
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    estimation of stochastic processes
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    Identifiers

    Mathematics Subject Classification ID
    35K70
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    65M32
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    91B99
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    35R30
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    zbMATH DE Number
    5245169
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