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CALIBRATED OPTION BOUNDS - MaRDI portal

CALIBRATED OPTION BOUNDS (Q4675929)

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scientific article; zbMATH DE number 2166055
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English
CALIBRATED OPTION BOUNDS
scientific article; zbMATH DE number 2166055

    Statements

    title
    CALIBRATED OPTION BOUNDS (English)
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    author
    Alan J. King
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    Matti Koivu
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    Teemu Pennanen
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    publication date
    6 May 2005
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    zbMATH Keywords
    Options
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    pricing
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    calibration
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    convex optimization
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    Identifiers

    zbMATH DE Number
    2166055
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