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Chapter title |
An Option Pricing Model Calibration Using Algorithmic Differentiation
|
---|---|
Chapter number | 74 |
Book title |
Computer and Information Sciences II
|
Published by |
Springer, London, January 2011
|
DOI | 10.1007/978-1-4471-2155-8_74 |
Book ISBNs |
978-1-4471-2154-1, 978-1-4471-2155-8
|
Authors |
Emmanuel M. Tadjouddine, Yi Cao, Tadjouddine, Emmanuel M., Cao, Yi |