Stable reconstruction of the volatility in a regime-switching local-volatility model.
Saved in:
| 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 |
|
Full text is not displayed to guests.
Login for full access.
|
|
Be the first to leave a comment!
