A new well-posed algorithm to recover implied local...

A new well-posed algorithm to recover implied local volatility

Jiang, Lishang, Chen, Qihong, Wang, Lijun, Zhang, Jin E
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Volume:
3
Language:
english
Journal:
Quantitative Finance
DOI:
10.1088/1469-7688/3/6/304
Date:
December, 2003
File:
PDF, 220 KB
english, 2003
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