Chataigner, Marc; Crépey, Stéphane; Dixon, Matthew F. - In: Risks : open access journal 8 (2020) 3/82, pp. 1-18
calibration and computation of Greeks. However, many of these approaches do not enforce any no-arbitrage conditions, and the … constraints approach) the no-arbitrage conditions and we specify the experimental design parameters that are needed for adequate …