Calibrating Option Pricing Models with Heuristics

Manfred Gilli, Enrico Schumann. Calibrating Option Pricing Models with Heuristics. In Anthony Brabazon, Michael O'Neill, Dietmar Maringer, editors, Natural Computing in Computational Finance - Volume 4. Volume 380 of Studies in Computational Intelligence, pages 9-37, Springer, 2012. [doi]

Abstract

Abstract is missing.