The tangential cone condition for the iterative calibration of local volatility surfaces (Q5176565): Difference between revisions
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scientific article; zbMATH DE number 6409005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The tangential cone condition for the iterative calibration of local volatility surfaces |
scientific article; zbMATH DE number 6409005 |
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The tangential cone condition for the iterative calibration of local volatility surfaces (English)
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26 February 2015
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iterative regularization
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parameter identification
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local volatility surfaces
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tangential cone condition
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