"Computational recovery of time-dependent volatility from integral ..."

Slavi G. Georgiev, Lubin G. Vulkov (2020)

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DOI: 10.1016/J.JOCS.2019.101054

access: closed

type: Journal Article

metadata version: 2021-10-14

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Slavi G. Georgiev, Lubin G. Vulkov:
Computational recovery of time-dependent volatility from integral observations in option pricing. J. Comput. Sci. 39 (2020)

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