Stability of calibration procedures: fractals in the Black-Scholes model (2016)

First Author: Cui Yiran

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1612.01951

Publication URI: http://dx.doi.org/10.48550/arxiv.1612.01951

Type: Journal Article/Review

Parent Publication: arXiv e-prints