Author of the publication

Calibrating parametric exponential Lévy models to option market data by incorporating statistical moments priors.

, , , and . Expert Syst. Appl., 38 (5): 4816-4823 (2011)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Multi-basin particle swarm intelligence method for optimal calibration of parametric Lévy models., and . Expert Syst. Appl., 39 (1): 482-493 (2012)Human visual augmentation using wearable glasses with multiple cameras and information fusion of human eye tracking and scene understanding., , and . HRI, page 287-288. ACM, (2011)DDR-SSD and HDD storage system performance evaluation in unified storage system for cloud computing., , , and . ICUFN, page 394-397. IEEE, (2012)Embedded Capacitive Displacement Sensor for Nanopositioning Applications., , , , , and . IEEE Trans. Instrumentation and Measurement, 60 (7): 2730-2737 (2011)Calibrating parametric exponential Lévy models to option market data by incorporating statistical moments priors., , , and . Expert Syst. Appl., 38 (5): 4816-4823 (2011)Predicting a distribution of implied volatilities for option pricing., and . Expert Syst. Appl., 38 (3): 1702-1708 (2011)Inductive Coupling Characteristics of Nano-Crystalline Alloy for Electric Vehicle PLC., , and . ICUFN, page 543-545. IEEE, (2018)XRD Patterns and Bismuth Sticking Coefficient in Thin Films Fabricated by Ion Beam Sputtering Method., and . J. Inform. and Commun. Convergence Engineering, 4 (4): 158-161 (2006)Simulations for American Option Pricing Under a Jump-Diffusion Model: Comparison Study between Kernel-Based and Regression-based Methods., , , and . ISNN (1), volume 5263 of Lecture Notes in Computer Science, page 655-662. Springer, (2008)Transductive Bayesian regression via manifold learning of prior data structure., , , and . Expert Syst. Appl., 39 (16): 12557-12563 (2012)