Nonparametric model calibration for derivatives

Frédéric Abergel (), Rémy Tachet Des Combes and Riadh Zaatour
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Frédéric Abergel: FiQuant - Chaire de finance quantitative - MICS - Mathématiques et Informatique pour la Complexité et les Systèmes - CentraleSupélec
Rémy Tachet Des Combes: FiQuant - Chaire de finance quantitative - MICS - Mathématiques et Informatique pour la Complexité et les Systèmes - CentraleSupélec
Riadh Zaatour: MICS - Mathématiques et Informatique pour la Complexité et les Systèmes - CentraleSupélec

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Date: 2017
New Economics Papers: this item is included in nep-cmp and nep-ore
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Published in Journal of Mathematical Finance, 2017, 7 (3), pp.571-596. ⟨10.4236/jmf.2017.73030⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01399542

DOI: 10.4236/jmf.2017.73030

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