"An alternative algorithm for regularization of noisy volatility ..."

Medarhri Ibtissam, Rajae Aboulaich, Debit Naima (2016)

> Home

Details and statistics

DOI: 10.46298/ARIMA.1492

access: open

type: Journal Article

metadata version: 2023-01-25

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/arima/IbtissamRN16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/arima/IbtissamRN16
Medarhri Ibtissam, Rajae Aboulaich, Debit Naima:
An alternative algorithm for regularization of noisy volatility calibration in Finance. ARIMA J. 23 (2016)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.