Model Calibration

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https://hal.archives-ouvertes.fr/hal-00539596
Contributor : Serena Benassù <>
Submitted on : Wednesday, November 24, 2010 - 5:09:42 PM
Last modification on : Wednesday, May 15, 2019 - 3:47:44 AM

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  • HAL Id : hal-00539596, version 1

Citation

R. Cont. Model Calibration. R. Cont. Encyclopedia of Quantitative Finance, John Wiley & Sons, Ltd, Volume 3, pp: 1210-1219, 2010. ⟨hal-00539596⟩

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