Data driven recovery of local volatility surfaces (Q2013860)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data driven recovery of local volatility surfaces |
scientific article |
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Data driven recovery of local volatility surfaces (English)
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9 August 2017
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data science
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local volatility calibration
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inverse problem
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Tikhonov-type regularization
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ensemble Kalman filter
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