Feng, Y.; Rudd, R.; Baker, C.; Mashalaba, Q.; Mavuso, M.; Schlögl, E.
Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models. Risks 2021, 9, 13.
https://doi.org/10.3390/risks9010013
AMA Style
Feng Y, Rudd R, Baker C, Mashalaba Q, Mavuso M, Schlögl E.
Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models. Risks. 2021; 9(1):13.
https://doi.org/10.3390/risks9010013
Chicago/Turabian Style
Feng, Yu, Ralph Rudd, Christopher Baker, Qaphela Mashalaba, Melusi Mavuso, and Erik Schlögl.
2021. "Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models" Risks 9, no. 1: 13.
https://doi.org/10.3390/risks9010013
APA Style
Feng, Y., Rudd, R., Baker, C., Mashalaba, Q., Mavuso, M., & Schlögl, E.
(2021). Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models. Risks, 9(1), 13.
https://doi.org/10.3390/risks9010013