Similar Items: Quantifying Model Risk in Option Pricing and Value-at-Risk Models
- Sequential Calibration of Asset Pricing Models to Option Prices
- Deep Calibration of Option Pricing Models
- Extracting risk aversion estimates from option prices/implied volatility
- Option pricing using hidden Markov models
- Pricing multi-asset options in exponential levy models
- Pricing a Bermudan option under the constant elasticity of variance model
Author: Mahomed, Obeid
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