Entry Guillaume:2014:BMI from jcomputapplmath2010.bib

Last update: Fri Mar 23 02:13:54 MDT 2018                Valid HTML 3.2!

Index sections

Top | Symbols | Math | A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z

BibTeX entry

@Article{Guillaume:2014:BMI,
  author =       "Florence Guillaume and Wim Schoutens",
  title =        "A bootstrapping market implied moment matching
                 calibration for models with time-dependent parameters",
  journal =      j-J-COMPUT-APPL-MATH,
  volume =       "271",
  number =       "??",
  pages =        "100--116",
  day =          "1",
  month =        dec,
  year =         "2014",
  CODEN =        "JCAMDI",
  ISSN =         "0377-0427 (print), 1879-1778 (electronic)",
  ISSN-L =       "0377-0427",
  bibdate =      "Sat Feb 25 13:34:46 MST 2017",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S0377042714001861",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Computational and Applied Mathematics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03770427",
}

Related entries