An adjoint method for the exact calibration of stochastic...

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Journal of Computational Science 2017 / 2

An adjoint method for the exact calibration of stochastic local volatility models

Wyns, Maarten, in 't Hout, Karel J.
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Language:
english
Journal:
Journal of Computational Science
DOI:
10.1016/j.jocs.2017.02.004
Date:
February, 2017
File:
PDF, 1.37 MB
english, 2017
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