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Zubelli, Jorge P.'s
Scholarly Papers
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Total Downloads
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Jaimungal, Sebastian University of Toronto - Department of Statistics de Souza, Max O. UFF Zubelli, Jorge P. Instituto de Matematica Pura e Aplicada (IMPA)
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17 Oct 10
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Last Revised:
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29 Jun 11
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224
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Real Options, Mean-Reverting, Investment under Uncertainty, Uncertain Costs
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Albani, Vinicius Viana Luiz Instituto de Matematica Pura e Aplicada (IMPA) Zubelli, Jorge P. Instituto de Matematica Pura e Aplicada (IMPA)
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03 Nov 12
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Last Revised:
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12 Nov 12
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Local Volatility Calibration, Convex Regularization, Online Estimation, Morozov's Principle, Convergence Rates
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