Essays about: "Hiba Nassar"
Found 1 essay containing the words Hiba Nassar.
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1. Regularized Calibration of Jump-Diffusion Option Pricing Models
University essay from Institutionen för datavetenskap, fysik och matematik, DFMAbstract : An important issue in finance is model calibration. The calibration problem is the inverse of the option pricing problem. Calibration is performed on a set of option prices generated from a given exponential L´evy model. READ MORE
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