2011•Elsevier eBooksRequires access
Calibrating Option Pricing Models
Manfred Gilli, Dietmar Maringer, Enrico Schumann
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Manfred Gilli, Dietmar Maringer, Enrico Schumann
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Key concepts: Valuation of options, Stochastic volatility, Black–Scholes model, Implied volatility, Finite difference methods for option pricing, Volatility (finance), Econometrics, Trinomial tree