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"Adjoint-based Monte Carlo calibration of financial market models."

Christoph Käbe, Jan H. Maruhn, Ekkehard W. Sachs (2009)

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DOI: 10.1007/S00780-009-0097-9

access: closed

type: Journal Article

metadata version: 2020-07-22

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Christoph Käbe, Jan H. Maruhn, Ekkehard W. Sachs:
Adjoint-based Monte Carlo calibration of financial market models. Finance Stochastics 13(3): 351-379 (2009)

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