A calibration algorithm for simulation-based pricing models (Q5432708)
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scientific article; zbMATH DE number 5221268
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A calibration algorithm for simulation-based pricing models |
scientific article; zbMATH DE number 5221268 |
Statements
A calibration algorithm for simulation-based pricing models (English)
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18 December 2007
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derivatives pricing
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calibration
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simulation
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experimental design
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regression
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