Computational Methods for Option Pricing || 7. Sensitivities and Calibration
- 作者Achdou, Yves; Pironneau, Olivier
- 文件大小537.44KB
- 发表时间2005
- DOI10.1137/1.9780898717495.ch7
- 页码219-241
Computational Methods for Option Pricing || Front MatterAchdou, Yves; Pironneau, Olivier · 2005
VOLATILITY SMILE BY MULTILEVEL LEAST SQUAREACHDOU, YVES; PIRONNEAU, OLIVIER · International Journal of Theoretical and Applied Finance · 2002
Computational Methods for Option Pricing || 10. Back MatterAchdou, Yves; Pironneau, Olivier · 2005
Computational Methods for Option Pricing || 1. Option PricingAchdou, Yves; Pironneau, Olivier · 2005
Computational Methods for Option Pricing || 6. American OptionsAchdou, Yves; Pironneau, Olivier · 2005
Computational Methods for Option Pricing || 3. Finite DifferencesAchdou, Yves; Pironneau, Olivier · 2005
Computational Methods for Option Pricing || 5. Adaptive Mesh RefinementAchdou, Yves; Pironneau, Olivier · 2005
Computational Methods for Option Pricing || 7. Sensitivities and CalibrationAchdou, Yves; Pironneau, Olivier · 2005