Estimation of local volatilities in a generalized Black-Scholes model (Q1765852): Difference between revisions

@@ Property / author @@
-Yong-Hoon Kwon
@@ Property / author: Yong-Hoon Kwon / rank @@
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@@ Property / author @@
+Yong-Hoon Kwon
@@ Property / author: Yong-Hoon Kwon / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2004.02.001
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+W1982883904
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+Equivalent Norms for Sobolev Spaces
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+Estimation techniques for distributed parameter systems
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+The Pricing of Options and Corporate Liabilities
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+Far Field Boundary Conditions for Black--Scholes Equations
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