Fitting Local Volatility (Q4973953)

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scientific article; zbMATH DE number 7141004
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English
Fitting Local Volatility
scientific article; zbMATH DE number 7141004

    Statements

    title
    Fitting Local Volatility (English)
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    author
    Andrey Itkin
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    publication date
    6 December 2019
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    Identifiers

    DOI
    10.1142/11623
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    Mathematics Subject Classification ID
    91-02
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    91G20
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    91G60
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    91-01
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    zbMATH DE Number
    7141004
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    OpenAlex ID
    W4247066782
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