The calibration of stochastic local-volatility models: an inverse problem perspective (Q2204027)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The calibration of stochastic local-volatility models: an inverse problem perspective |
scientific article |
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The calibration of stochastic local-volatility models: an inverse problem perspective (English)
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2 October 2020
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stochastic local-volatility
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inverse problems
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local volatility
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calibration
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financial mathematics
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0.9420241
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0.9371369
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0.9352528
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0.92943877
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0.91399956
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0.91284233
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0.9125647
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0.9114063
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