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]

Authors

Manfred Gilli

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Enrico Schumann

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