Bayesian uncertainty quantification of local volatility model (Q6108893)

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scientific article; zbMATH DE number 7705117
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Bayesian uncertainty quantification of local volatility model
scientific article; zbMATH DE number 7705117

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    Bayesian uncertainty quantification of local volatility model (English)
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    30 June 2023
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    local volatility
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    Bayesian statistics
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    uncertainty quantification
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    Karhunen-Lòeve expansion
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