Online Local Volatility Calibration by Convex Regularization

AuthID
 P-00K-A57
2
Author(s)
Albani, V
·
Document Type
Article
Year published
2014
Published
in APPLICABLE ANALYSIS AND DISCRETE MATHEMATICS, ISSN: 1452-8630
Volume: 8, Issue: 2, Pages: 243-268 (26)
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Publication Identifiers
Wos: WOS:000342537800004
Source Identifiers
ISSN: 1452-8630
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