Calibration of a nonlinear feedback option pricing model
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DOI: 10.1080/14697680601019522
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Cited by:
- Romuald Kenmoe & Simona Sanfelici, 2014. "An application of nonparametric volatility estimators to option pricing," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 393-412, October.
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More about this item
Keywords
Option pricing; Numerical methods for option pricing; Partial differential equations; Implied volatilities; Option pricing via simulation; Parameter estimation techniques; Quantitative finance;All these keywords.
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