Sequential calibration of options (Q1023619)
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scientific article; zbMATH DE number 5564677
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential calibration of options |
scientific article; zbMATH DE number 5564677 |
Statements
Sequential calibration of options (English)
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12 June 2009
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nonlinear Kalman filters
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calibration
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option valuation
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