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zbMath1249.91132MaRDI QIDQ2886586

Xijun Ni, Chang Jin, Qing-Hua Ma

Publication date: 1 June 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

regularization calibration implied volatility American option

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)

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