Calibration of the Bass Local Volatility model (Q6460643)
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: Calibration of the Bass Local Volatility model |
scientific article; zbMATH DE number 902371093
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Calibration of the Bass Local Volatility model |
scientific article; zbMATH DE number 902371093 |
Statements
24 November 2023
0 references
q-fin.MF
0 references
math.PR
0 references
