Using radial basis functions to construct local volatility surfaces (Q621034): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q57931974, #quickstatements; #temporary_batch_1711196317277 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q57931974 / rank | |||
Normal rank | |||
Revision as of 13:28, 23 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using radial basis functions to construct local volatility surfaces |
scientific article |
Statements
Using radial basis functions to construct local volatility surfaces (English)
0 references
2 February 2011
0 references
radial basis function
0 references
non-linear optimisation
0 references
local volatility surfaces
0 references
