"Robust and accurate reconstruction of the time-dependent continuous ..."

Youngjin Hwang et al. (2024)

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DOI: 10.1007/S40314-024-02837-W

access: closed

type: Journal Article

metadata version: 2024-07-19

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  - https://dblp.org/rec/journals/cam/HwangLKKHK24
Youngjin Hwang, Taehee Lee, Soobin Kwak, Seungyoon Kang, Seokjun Ham, Junseok Kim:
Robust and accurate reconstruction of the time-dependent continuous volatility from option prices. Comput. Appl. Math. 43(5): 307 (2024)

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