Calibration of the local volatility in a trinomial tree using Tikhonov regularization

DOI10.1088/0266-5611/19/1/306zbMath1037.91047OpenAlexW1681010154MaRDI QIDQ4807847

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Publication date: 2003

Published in: (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/3ba0f8571790ba37f3b0815c4e7afa02f377483d

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