CONVEX REGULARIZATION OF LOCAL VOLATILITY ESTIMATION (Q2970321)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONVEX REGULARIZATION OF LOCAL VOLATILITY ESTIMATION |
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CONVEX REGULARIZATION OF LOCAL VOLATILITY ESTIMATION (English)
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30 March 2017
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convex regularization
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local volatility surfaces
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regularization convergence rates
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numerical methods for volatility calibration
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