A calibration algorithm for simulation-based pricing models

No abstract is available for this paper.

• Publication year

  2007

• Venue

  Ima Journal of Management Mathematics

• Publication date

  2007-10-01

• Fields of study

  Mathematics, Business, Economics, Computer Science

• Identifiers
  DOI 10.1093/IMAMAN/DPM020
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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