Modeling and implementation of local volatility surfaces in Bayesian framework (Q1616807)
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scientific article; zbMATH DE number 6974511
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling and implementation of local volatility surfaces in Bayesian framework |
scientific article; zbMATH DE number 6974511 |
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Modeling and implementation of local volatility surfaces in Bayesian framework (English)
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7 November 2018
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local volatility model
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Bayesian analysis
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Tikhonov regularization
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robust approach
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