Calibration of a nonlinear feedback option pricing model (Q3439871)

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Calibration of a nonlinear feedback option pricing model
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    Calibration of a nonlinear feedback option pricing model (English)
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    18 May 2007
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    option pricing
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    numerical methods for option pricing
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    partial differential equations
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    implied volatilities
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    option pricing via simulation
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    parameter estimation techniques
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    quantitative finance
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