Analytic models for parameter dependency in option price modelling
Author:
Funder
FWO-Flanders
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/article/10.1007/s11075-015-0084-5/fulltext.html
Reference15 articles.
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2. Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Political Econ. 81, 637–654 (1973)
3. Boehm, B.W.: Existence, characterization, and convergence of best rational Tchebycheff approximations. R (Rand Corporation). Rand (1964)
4. Cuyt, A., Salazar Celis, O., Lukach, M.: Multidimensional IIR filters and robust rational interpolation. Multidimens. Syst. Sig. Process. 25, 447–471 (2014)
5. Cuyt, A., Salazar Celis, O.: Multivariate data fitting with error control. In: preparation
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