Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst. Sequential calibration of options. Computational Statistics & Data Analysis, 52(6):2877-2891, 2008. [doi]
@article{LindstromSBWH08,
title = {Sequential calibration of options},
author = {Erik Lindström and Jonas Ströjby and Mats Brodén and Magnus Wiktorsson and Jan Holst},
year = {2008},
doi = {10.1016/j.csda.2007.08.009},
url = {http://dx.doi.org/10.1016/j.csda.2007.08.009},
researchr = {https://researchr.org/publication/LindstromSBWH08},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {52},
number = {6},
pages = {2877-2891},
}