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]
@incollection{GilliS12-0,
title = {Calibrating Option Pricing Models with Heuristics},
author = {Manfred Gilli and Enrico Schumann},
year = {2012},
doi = {10.1007/978-3-642-23336-4_2},
url = {http://dx.doi.org/10.1007/978-3-642-23336-4_2},
researchr = {https://researchr.org/publication/GilliS12-0},
cites = {0},
citedby = {0},
pages = {9-37},
booktitle = {Natural Computing in Computational Finance - Volume 4},
editor = {Anthony Brabazon and Michael O'Neill and Dietmar Maringer},
volume = {380},
series = {Studies in Computational Intelligence},
publisher = {Springer},
isbn = {978-3-642-23335-7},
}