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Saporito, Yuri F., Yang, Xu, Zubelli, Jorge P. (2019) The calibration of stochastic local-volatility models: An inverse problem perspective. Computers & Mathematics with Applications, 77. 3054-3067 doi:10.1016/j.camwa.2019.01.029

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Reference TypeJournal (article/letter/editorial)
TitleThe calibration of stochastic local-volatility models: An inverse problem perspective
JournalComputers & Mathematics with Applications
AuthorsSaporito, Yuri F.Author
Yang, XuAuthor
Zubelli, Jorge P.Author
Year2019 (June)Volume77
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2019.01.029Search in ResearchGate
Generate Citation Formats
Mindat Ref. ID6578093Long-form Identifiermindat:1:5:6578093:2
GUID0
Full ReferenceSaporito, Yuri F., Yang, Xu, Zubelli, Jorge P. (2019) The calibration of stochastic local-volatility models: An inverse problem perspective. Computers & Mathematics with Applications, 77. 3054-3067 doi:10.1016/j.camwa.2019.01.029
Plain TextSaporito, Yuri F., Yang, Xu, Zubelli, Jorge P. (2019) The calibration of stochastic local-volatility models: An inverse problem perspective. Computers & Mathematics with Applications, 77. 3054-3067 doi:10.1016/j.camwa.2019.01.029
In(n.d.) Computers & Mathematics with Applications Vol. 77. Elsevier BV

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