Gradient Computation for Model Calibration with Pointwise Observations (Q2849376)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gradient Computation for Model Calibration with Pointwise Observations |
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Gradient Computation for Model Calibration with Pointwise Observations (English)
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17 September 2013
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option pricing models
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pointwise observations
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optimization
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partial integro-differential equations
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discretization
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