Title Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation
Authors Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst
Year 2006
Document type Conference abstract
Conference name Forth World Congress Bachelier Finance Society
Conference Date August 17-20, 2006
Conference Location Tokyo
Status Published
Quality controlled Yes
Language eng

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