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561.
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Calibration of Dupire's Local Volatility Models from Option Data. by
  • Zubelli, Jorge P
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
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562.
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A Non-intrusive Stratified Resampler for Regression Monte Carlo with Application to Option Pricing. by
  • Zubelli, Jorge P
  • Research in Options 2016 (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
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