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"The calibration of stochastic local-volatility models: An inverse problem ..."

Yuri F. Saporito, Xu Yang, Jorge P. Zubelli (2019)

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DOI: 10.1016/J.CAMWA.2019.01.029

access: closed

type: Journal Article

metadata version: 2020-02-17

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  - journals/cma/SaporitoYZ19
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  - https://dblp.org/rec/journals/cma/SaporitoYZ19
Yuri F. Saporito, Xu Yang, Jorge P. Zubelli:
The calibration of stochastic local-volatility models: An inverse problem perspective. Comput. Math. Appl. 77(12): 3054-3067 (2019)

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