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Researcher
Hilmar Haukur Gudmundsson
Profile
Projects
Publications
Activities
Awards & Distinctions
3
Results
2021
A generalized weighted Monte Carlo calibration method for derivative pricing
Hilmar Haukur Gudmundsson
David Vyncke
A1
Journal Article
in
MATHEMATICS
2021
2019
On the calibration of the 3/2 model
Hilmar Haukur Gudmundsson
David Vyncke
A1
Journal Article
in
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
2019
The calibration of option pricing models
Hilmar Haukur Gudmundsson
David Vyncke
Dissertation
2019