Adjoint-based Monte Carlo calibration of financial market models
Year of publication: |
2009
|
---|---|
Authors: | Kaebe, C. ; Maruhn, J. H. ; Sachs, Ekkehard |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 13.2009, 3, p. 351-379
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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