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"Reconstruction of the local volatility function using the Black-Scholes model."

Sangkwon Kim et al. (2021)

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DOI: 10.1016/J.JOCS.2021.101341

access: closed

type: Journal Article

metadata version: 2021-05-11

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  - journals/jocs/KimHJJLLK21
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  - https://dblp.org/rec/journals/jocs/KimHJJLLK21
Sangkwon Kim, Hyunsoo Han, Hanbyeol Jang, Darae Jeong, Chaeyoung Lee, Wonjin Lee, Junseok Kim:
Reconstruction of the local volatility function using the Black-Scholes model. J. Comput. Sci. 51: 101341 (2021)

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