Calibration of the bass local volatility model (Q6929457)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 8094012
| 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 8094012 |
Statements
Calibration of the bass local volatility model (English)
0 references
17 September 2025
0 references
local volatility model
0 references
martingale
0 references
Brownian motion
0 references
fixed point equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
