"Total variation regularization analysis for inverse volatility option ..."

Yilihamujiang Yimamu et al. (2024)

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DOI: 10.1080/00207160.2024.2345660

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type: Journal Article

metadata version: 2024-07-19

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Yilihamujiang Yimamu, Zui-Cha Deng, Chi Ngai Sam, Y. C. Hon:
Total variation regularization analysis for inverse volatility option pricing problem. Int. J. Comput. Math. 101(5): 483-511 (2024)

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