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

Stefan Wörner, Borjana Racheva-Iotova, Stoyan V. Stoyanov (2002)

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DOI: 10.1007/S001860200184

access: closed

type: Journal Article

metadata version: 2020-03-03

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  - journals/mmor/WornerRS02
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  - https://dblp.org/rec/journals/mmor/WornerRS02
Stefan Wörner, Borjana Racheva-Iotova, Stoyan V. Stoyanov:
Calibration of a basket option model applied to company valuation. Math. Methods Oper. Res. 55(2): 247-263 (2002)

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