"An Option Pricing Model Calibration Using Algorithmic Differentiation."

Emmanuel M. Tadjouddine, Yi Cao (2011)

Details and statistics

DOI: 10.1007/978-1-4471-2155-8_74

access: closed

type: Conference or Workshop Paper

metadata version: 2019-12-16

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.