"Improved option pricing using bootstrap methods."

P. R. Lajbcygier, J. T. Conner (1997)

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DOI: 10.1109/ICNN.1997.614248

access: closed

type: Conference or Workshop Paper

metadata version: 2019-08-16

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  - https://dblp.org/rec/conf/icnn/LajbcygierC97
P. R. Lajbcygier, J. T. Conner:
Improved option pricing using bootstrap methods. ICNN 1997: 2193-2197

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