Calibration of a basket option model applied to company...

Mathematical Methods of Operations Research 2002 / 05 Vol. 55; Iss. 2

Calibration of a basket option model applied to company valuation

Stefan Wörner, Boryana Racheva-Iotova, Stoyan Stoyanov
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Volume:
55
Language:
english
Pages:
17
Journal:
Mathematical Methods of Operations Research (ZOR)
DOI:
10.1007/s001860200184
Date:
May, 2002
File:
PDF, 138 KB
english, 2002
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