Items where Greenwich Author is "Skindilias, Konstantinos"

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Jump to: Markov chain approximation, jump-diffusion, model calibration

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Markov chain approximation, jump-diffusion, model calibration

Lo, Chia Chun and Skindilias, Konstantinos (2014) An improved Markov Chain Approximation methodology: Derivatives pricing and model calibration. International Journal of Theoretical and Applied Finance, 17 (07):1450047. pp. 1-22. ISSN 0219-0249 (Print), 1793-6322 (Online) (doi:https://doi.org/10.1142/S0219024914500472)

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