Calibration of a nonlinear feedback option pricing model (Q3439871)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of a nonlinear feedback option pricing model |
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Calibration of a nonlinear feedback option pricing model (English)
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18 May 2007
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option pricing
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numerical methods for option pricing
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partial differential equations
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implied volatilities
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option pricing via simulation
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parameter estimation techniques
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quantitative finance
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