期刊论文详细信息
Applicable Analysis and Discrete Mathematics | |
ONLINE LOCAL VOLATILITY CALIBRATION BY CONVEX REGULARIZATION | |
Vinicius Albani ; Jorge P. Zubelli | |
关键词: Local Volatility Calibration; Convex Regularization; Online Estimation; Morozov's Principle; Convergence Rates; | |
DOI : 10.2298/AADM140811012A | |
学科分类:社会科学、人文和艺术(综合) | |
来源: Univerzitet u Beogradu * Elektrotehnicki Fakultet / University of Belgrade, Faculty of Electrical Engineering | |