Adjoint-based Monte Carlo calibration of financial market models
| Year of publication: |
2009
|
|---|---|
| Authors: | Kaebe, C. ; Maruhn, J. ; Sachs, E. |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 13.2009, 3, p. 351-379
|
| Publisher: |
Springer |
| Subject: | Adjoint equation | Monte Carlo calibration | Multi-layer method |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005061366