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Gaussian and Poisson approximation : applications to CDOs tranche pricing
El Karoui, Nicole; Jiao, Ying; Kurtz, David - In: The journal of computational finance 12 (2008/09) 2, pp. 31-58
Persistent link: https://www.econbiz.de/10009534632
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Recovering volatility from option prices by evolutionary optimization
Hamida, Sana Ben; Cont, Rama - In: The journal of computational finance 8 (2004/2005) 4, pp. 43-76
Persistent link: https://www.econbiz.de/10002990524
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Non-parametric calibration of jump-diffusion option pricing models
Cont, Rama; Tankov, Peter - In: The journal of computational finance 7 (2004) 3, pp. 1-49
Persistent link: https://www.econbiz.de/10002060727