Convex Regularization of Local Volatility Models from Option Prices: Convergence Analysis and Rates

AuthID
 P-00K-A51
3
Author(s)
De Cezaro, A
·
Scherzer, O
·
Tipo de Documento
Article
Year published
2012
Publicado
in NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, ISSN: 0362-546X
Volume: 75, Número: 4, Páginas: 2398-2415 (18)
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Publication Identifiers
Wos: WOS:000298368600061
Source Identifiers
ISSN: 0362-546X
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