Sequential calibration of options

Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst. Sequential calibration of options. Computational Statistics & Data Analysis, 52(6):2877-2891, 2008. [doi]

Authors

Erik Lindström

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Jonas Ströjby

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Mats Brodén

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Magnus Wiktorsson

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Jan Holst

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