"Fast reconstruction of time-dependent market volatility for European options."

Slavi G. Georgiev, Lubin G. Vulkov (2021)

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DOI: 10.1007/S40314-021-01422-9

access: closed

type: Journal Article

metadata version: 2022-02-08

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Slavi G. Georgiev, Lubin G. Vulkov:
Fast reconstruction of time-dependent market volatility for European options. Comput. Appl. Math. 40(1) (2021)

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