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Computation of local volatilities from regularized dupire equations

Martin Hanke and Elisabeth Rösler
Year of publication:
2005
Authors: Hanke, Martin ; Rösler, Elisabeth
Published in:
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 2, p. 207-221
Subject: Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Mathematik | Mathematics
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