"Numerical Identification of Time-Dependent Volatility in European Options ..."

Slavi G. Georgiev, Lubin G. Vulkov (2019)

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DOI: 10.1007/978-3-030-55347-0_21

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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Slavi G. Georgiev, Lubin G. Vulkov:
Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching. HPC 2019: 249-261

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