Convex regularization of local volatility models from option prices: convergence analysis and rates

Cezaro, Adriano de
URI: http://repositorio.furg.br/handle/1/3196
Date: 2012

Show full item record

 

Files in this item

Convex regularization of local volatility models from option prices convergence analysis and rates.pdf
Size: 531.2Kb Format: PDF

This item appears in the following Collection(s)

:

  • IMEF - Artigos publicados em periódicos