Emmanuel M. Tadjouddine, Yi Cao. An Option Pricing Model Calibration Using Algorithmic Differentiation. In Erol Gelenbe, Ricardo Lent, Georgia Sakellari, editors, Computer and Information Sciences II - 26th International Symposium on Computer and Information Sciences, London, UK, 26-28 September 2011. pages 577-581, Springer, 2011. [doi]
@inproceedings{TadjouddineC11,
title = {An Option Pricing Model Calibration Using Algorithmic Differentiation},
author = {Emmanuel M. Tadjouddine and Yi Cao},
year = {2011},
doi = {10.1007/978-1-4471-2155-8_74},
url = {http://dx.doi.org/10.1007/978-1-4471-2155-8_74},
researchr = {https://researchr.org/publication/TadjouddineC11},
cites = {0},
citedby = {0},
pages = {577-581},
booktitle = {Computer and Information Sciences II - 26th International Symposium on Computer and Information Sciences, London, UK, 26-28 September 2011},
editor = {Erol Gelenbe and Ricardo Lent and Georgia Sakellari},
publisher = {Springer},
isbn = {978-1-4471-2154-1},
}