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

dc.contributor.author	Cezaro, Adriano de
dc.date.accessioned	2013-03-24T23:03:36Z
dc.date.available	2013-03-24T23:03:36Z
dc.date.issued	2012
dc.identifier.citation	CEZARO, Adriano de. Convex regularization of local volatility models from option prices: Convergence analysis and rates. Nonlinear Analysis, v. 75, p. 2398-2415, 2012. Disponível em:<http://cimpa-icpam.org/archivesecoles/20101130165933/7.@20decezaro.pdf>. Acesso em: 20 mar. 2013.	pt_BR
dc.identifier.uri	http://repositorio.furg.br/handle/1/3196
dc.language.iso	eng	pt_BR
dc.rights	open access	pt_BR
dc.title	Convex regularization of local volatility models from option prices: convergence analysis and rates	pt_BR
dc.type	article	pt_BR

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