Recovery of local volatility for financial assets with mean-reverting price processes (Q2001544)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recovery of local volatility for financial assets with mean-reverting price processes |
scientific article |
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Recovery of local volatility for financial assets with mean-reverting price processes (English)
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3 July 2019
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recovery of local volatility
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mean-reverting process
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inverse problem
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optimal control
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