Calibration of the local volatility in a trinomial tree using Tikhonov regularization (Q4807847): Difference between revisions
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Latest revision as of 02:11, 20 March 2024
scientific article; zbMATH DE number 1916688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of the local volatility in a trinomial tree using Tikhonov regularization |
scientific article; zbMATH DE number 1916688 |
Statements
Calibration of the local volatility in a trinomial tree using Tikhonov regularization (English)
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2003
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diffusion coefficient
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mathematical finance
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volatility
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price of an option
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