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"An Option Pricing Model Calibration Using Algorithmic Differentiation."

Emmanuel M. Tadjouddine, Yi Cao (2011)

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DOI: 10.1007/978-1-4471-2155-8_74

access: closed

type: Conference or Workshop Paper

metadata version: 2019-12-16

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  dblp key:
  - conf/iscis/TadjouddineC11
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  - https://dblp.org/rec/conf/iscis/TadjouddineC11
Emmanuel M. Tadjouddine, Yi Cao:
An Option Pricing Model Calibration Using Algorithmic Differentiation. ISCIS 2011: 577-581

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