Bi-cubic B-spline fitting-based local volatility model with mean reversion process (Q2416527)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bi-cubic B-spline fitting-based local volatility model with mean reversion process |
scientific article |
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Bi-cubic B-spline fitting-based local volatility model with mean reversion process (English)
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23 May 2019
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bi-cubic B-spline
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local volatility
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mean reversion
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surface fitting
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