"Calibration of the Volatility in Option Pricing Using the Total Variation ..."

Yu-Hua Zeng, Shou-Lei Wang, Yu-Fei Yang (2014)

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DOI: 10.1155/2014/510819

access: open

type: Journal Article

metadata version: 2020-07-16

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Yu-Hua Zeng, Shou-Lei Wang, Yu-Fei Yang:
Calibration of the Volatility in Option Pricing Using the Total Variation Regularization. J. Appl. Math. 2014: 510819:1-510819:9 (2014)

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