Using radial basis functions to construct local volatility surfaces (Q621034)
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scientific article; zbMATH DE number 5843707
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using radial basis functions to construct local volatility surfaces |
scientific article; zbMATH DE number 5843707 |
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Using radial basis functions to construct local volatility surfaces (English)
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2 February 2011
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radial basis function
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non-linear optimisation
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local volatility surfaces
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