Data driven recovery of local volatility surfaces (Q2013860)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Data driven recovery of local volatility surfaces |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Data driven recovery of local volatility surfaces |
scientific article |
Statements
Data driven recovery of local volatility surfaces (English)
0 references
9 August 2017
0 references
data science
0 references
local volatility calibration
0 references
inverse problem
0 references
Tikhonov-type regularization
0 references
ensemble Kalman filter
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7718484997749329
0 references
0.764432430267334
0 references
0.7561216950416565
0 references
0.7553682923316956
0 references
