A fast calibrating volatility model for option pricing

European Journal of Operational Research 2015 / 06 Vol. 243; Iss. 2

A fast calibrating volatility model for option pricing

Date, Paresh, Islyaev, Suren
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
243
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2014.12.031
Date:
June, 2015
File:
PDF, 357 KB
english, 2015
Conversion to is in progress
Conversion to is failed