WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS

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Publication:3523563

DOI10.1142/S0219024901000882zbMath1153.91458OpenAlexW4230395928MaRDI QIDQ3523563

Craig Friedman, Joshua Newman, Nicolas Grandechamp, Robert Buff, Łukasz Kruk, Marco Avellaneda

Publication date: 3 September 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024901000882




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