Recovery of the local volatility function using regularization and a gradient projection method (Q2514665): Difference between revisions

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-Zuo-liang Xu
@@ Property / author: Zuo-liang Xu / rank @@
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+Zuo-liang Xu
@@ Property / author: Zuo-liang Xu / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.3934/jimo.2015.11.421
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+W2320154450
@@ Property / OpenAlex ID: W2320154450 / rank @@
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@@ Property / cites work @@
+Two-Point Step Size Gradient Methods
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+The Pricing of Options and Corporate Liabilities
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+The inverse problem of option pricing
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+Publication:2514665