Modeling and implementation of local volatility surfaces in Bayesian framework (Q1616807)
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scientific article; zbMATH DE number 6974511
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| English | Modeling and implementation of local volatility surfaces in Bayesian framework |
scientific article; zbMATH DE number 6974511 |
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Modeling and implementation of local volatility surfaces in Bayesian framework (English)
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7 November 2018
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local volatility model
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Bayesian analysis
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Tikhonov regularization
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robust approach
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0.7891965508460999
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0.7679438591003418
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0.7510672211647034
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0.7479133009910583
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0.7418297529220581
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