A regularized algorithm for calibrating implied volatility of jump diffusion models (Q2859676)
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scientific article; zbMATH DE number 6230109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A regularized algorithm for calibrating implied volatility of jump diffusion models |
scientific article; zbMATH DE number 6230109 |
Statements
19 November 2013
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jump-diffusion model
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volatility
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inverse problem
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calibration
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regularization
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A regularized algorithm for calibrating implied volatility of jump diffusion models (English)
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