Simultaneous identification of volatility and interest rate functions -- a two-parameter regularization approach (Q2323025)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous identification of volatility and interest rate functions -- a two-parameter regularization approach |
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Simultaneous identification of volatility and interest rate functions -- a two-parameter regularization approach (English)
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30 August 2019
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inverse option pricing
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simultaneous identification
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volatility
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interest rate
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regularization
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