Author:
Henaff Patrick,Martini Claude
Reference27 articles.
1. Robustness of gaussian hedges and the hedging of xed income derivatives;L Schlogl A. Dudenhausen;Research Paper Series,1999
2. Calibrating Volatility Surfaces via Relative-Entropy Minimization
3. Empirical performance of alternative option pricing models;Gurdip Bakshi;The Journal of Finance,1997
4. An introduction to mcmc for machine learning;C Andrieu;Machine Learning,2003
5. Model Uncertainty and its Impact on the Pricing of Derivative Instruments
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献