Modeling and implementation of local volatility surfaces in Bayesian framework
type: Item
instance of: scholarly article
title: Modeling and implementation of local volatility surfaces in Bayesian framework
zbMATH Open document ID: 1405.62136
author: Abdulwahab Animoku
author: Ö. Uğur
author: Yeliz Yolcu Okur
published in: Computational Management Science
publication date: 2018-11-07T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6974511
zbMATH Keywords: local volatility model
zbMATH Keywords: Bayesian analysis
zbMATH Keywords: Tikhonov regularization
zbMATH Keywords: robust approach
MaRDI profile type: Publication
full work available at URL: s10287-018-0302-4
OpenAlex ID: W2790150786
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DOI: 10.1007/S10287-018-0302-4
description: scientific article; zbMATH DE number 6974511