Calibrating option pricing models with heuristics
Year of publication: |
2011
|
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Authors: | Gilli, Manfred ; Schumann, Enrico |
Published in: |
Natural computing in computational finance : volume 4. - Berlin [u.a.] : Springer, ISBN 978-3-642-23335-7. - 2011, p. 9-37
|
Subject: | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming | Heuristik | Heuristics | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
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