Parameter identification in financial market models with a feasible point SQP algorithm (Q429503)
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scientific article; zbMATH DE number 6048083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter identification in financial market models with a feasible point SQP algorithm |
scientific article; zbMATH DE number 6048083 |
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Parameter identification in financial market models with a feasible point SQP algorithm (English)
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19 June 2012
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parameter identification
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stochastic volatility models
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feasibility perturbed sequential quadratic programming
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