Using Stochastic Approximation for Parameter Estimation in Option Pricing

G. Yin, Q. Zhang, C. Zhuang. Using Stochastic Approximation for Parameter Estimation in Option Pricing. In American Control Conference, ACC 2007, New York, NY, USA, 9-13 July, 2007. pages 396-401, IEEE, 2007. [doi]

Abstract

Abstract is missing.