A new well-posed algorithm to recover implied local volatility (Q4647290)
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scientific article; zbMATH DE number 7001627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new well-posed algorithm to recover implied local volatility |
scientific article; zbMATH DE number 7001627 |
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A new well-posed algorithm to recover implied local volatility (English)
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14 January 2019
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option pricing
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implied local volatility
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well-posed algorithm
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