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cmap ecole polytechnique

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Recovering Volatility From Option Prices by Evolutionary Optimization: This paper proposes a probabilistic approach for estimating parameters of an option-pricing model from a set of observed option prices. The approach is based on a stochastic optimization algorithm, which generates a random sample from the set of global minima of the in-sample pricing error and allows for the existence...; Tags: Volatility, Parameter, Optimization, Pricing Strategy, Population, CMAP Ecole Polytechnique, Pricing, Marketing Research, Marketing; White papers 2004-05-01

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