Gradient computation for model calibration with pointwise observations (Q2849376)
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scientific article; zbMATH DE number 6208903
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| English | Gradient computation for model calibration with pointwise observations |
scientific article; zbMATH DE number 6208903 |
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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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0.7623668909072876
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0.753210186958313
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0.7324778437614441
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0.7214190363883972
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0.7167007923126221
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