VOLATILITY SMILE BY MULTILEVEL LEAST SQUARE (Q3022068)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VOLATILITY SMILE BY MULTILEVEL LEAST SQUARE |
scientific article |
Statements
VOLATILITY SMILE BY MULTILEVEL LEAST SQUARE (English)
0 references
22 June 2005
0 references
calibration
0 references
European options
0 references
Dupire equation
0 references
least square methods
0 references
finite element methods
0 references
0 references
