Calibration of a basket option model applied to company valuation.

Stefan Wörner Borjana Racheva-Iotova Stoyan V. Stoyanov

Published in: Math. Methods Oper. Res. (2002)

Keyphrases

computational model
cost function
formal model
neural network
high level
prior knowledge
theoretical analysis
mathematical model
experimental data
case study
probabilistic model
supply chain
theoretical framework
statistical model