2017 MATRIX annals (Q1755651)
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scientific article; zbMATH DE number 7075712
- Local volatility calibration by optimal transport
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 2017 MATRIX annals |
scientific article; zbMATH DE number 7075712 |
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2017 MATRIX annals (English)
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Local volatility calibration by optimal transport (English)
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10 January 2019
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2 July 2019
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time continuous martingale optimal transport
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option pricing
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