Robust Numerical Calibration for Implied Volatility Expansion Models (Q2953945)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Numerical Calibration for Implied Volatility Expansion Models |
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Robust Numerical Calibration for Implied Volatility Expansion Models (English)
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11 January 2017
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implied volatility expansions
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numerical calibration
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parameter reductions
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nonlinear least squares
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