Recovery of time-dependent volatility in option pricing...

Inverse Problems 2016 / 11 Vol. 32; Iss. 11

Recovery of time-dependent volatility in option pricing model

Deng, Zui-Cha, Hon, Y C, Isakov, V
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Volume:
32
Language:
english
Journal:
Inverse Problems
DOI:
10.1088/0266-5611/32/11/115010
Date:
November, 2016
File:
PDF, 2.18 MB
english, 2016
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