Deepak Kumar. Numerical Methods For Optimal Control Based Schemes For Volatility Calibration And Algorithmic Tradings. In Tadeusz Burczynski, Joanna Kolodziej, Aleksander Byrski, Marco Carvalho, editors, 25th European Conference on Modelling and Simulation, ECMS 2011, Krakow, Poland, June 7-10, 2011. pages 289-295, European Council for Modeling and Simulation, 2011. [doi]
Abstract is missing.