| Title | Calibration of Option Valuation Models using Sequential Monte Carlo Methods |
| Authors | Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst |
| Year | 2006 |
| Document type | Conference paper |
| Conference name | 13th International Conference on Forecasting Financial Markets |
| Conference Date | May 31-June 2, 2006 |
| Conference Location | Aix-en-Provence, France |
| Status | Published |
| Quality controlled | Yes |
| Language | eng |
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