Bayesian uncertainty quantification of local volatility model (Q6108893)
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scientific article; zbMATH DE number 7705117
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian uncertainty quantification of local volatility model |
scientific article; zbMATH DE number 7705117 |
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Bayesian uncertainty quantification of local volatility model (English)
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30 June 2023
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local volatility
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Bayesian statistics
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uncertainty quantification
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Karhunen-Lòeve expansion
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