✦ LIBER ✦

An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models

✍ Scribed by Carl Chiarella; Mark Craddock; Nadima El-Hassan

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An analysis of a least squares regressio

✍ Emmanuelle Clément; Damien Lamberton; Philip Protter 📂 Article 📅 2002 🏛 Springer-Verlag 🌐 English ⚖ 195 KB

New method for the time calibration of a

✍ F.G. Schröder; T. Asch; L. Bähren; J. Blümer; H. Bozdog; H. Falcke; A. Haungs; A 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 690 KB

A method for short or long range time-of

✍ Chia-Chang Tong; Figueroa, J.F.; Barbieri, E. 📂 Article 📅 2001 🏛 IEEE 🌐 English ⚖ 66 KB