Reconstructing local volatility using total variation (Q523719): Difference between revisions

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Latest revision as of 16:53, 13 July 2024

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Reconstructing local volatility using total variation
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    Reconstructing local volatility using total variation (English)
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    21 April 2017
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    Volatility smile
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    Dupire's equation
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    finite difference
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    optimization
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    multigrid method
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