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Stable reconstruction of the volatility in a regime-switching local-volatility model.

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Title: Stable reconstruction of the volatility in a regime-switching local-volatility model.
Authors: Bellassoued, Mourad1 (AUTHOR) mourad.bellassoued@enit.utm.tn, Brummelhuis, Raymond2 (AUTHOR) raymondus.brummelhuis@univ-reims.fr, Cristofol, Michel3 (AUTHOR) michel.cristofol@univ-amu.fr, Soccorsi, Éric4 (AUTHOR) eric.soccorsi@univ-amu.fr
Source: Mathematical Control & Related Fields. Mar2020, Vol. 10 Issue 1, p189-215. 27p.
Database: Mathematics Source
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An: 142474617
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  Data: Stable reconstruction of the volatility in a regime-switching local-volatility model.
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PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=142474617
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        Value: 10.3934/mcrf.2019036
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      – Code: eng
        Text: English
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        StartPage: 189
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      – TitleFull: Stable reconstruction of the volatility in a regime-switching local-volatility model.
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              Text: Mar2020
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              Y: 2020
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