Calibration problems in option pricing

Düring, Bertram (2009) Calibration problems in option pricing. In: Ehrhardt, M (ed.) Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing. Nova Science Publishers, pp. 323-352. ISBN 9781604569315

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Item Type: Book Section
Schools and Departments: School of Mathematical and Physical Sciences > Mathematics
Depositing User: Bertram During
Date Deposited: 06 Feb 2012 20:11
Last Modified: 10 Jul 2012 08:52
URI: http://sro.sussex.ac.uk/id/eprint/24610
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