EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Tikhonov-type regularization"
Narrow search

Narrow search

Year of publication
Subject
All
Commodity derivative 1 Commodity market 1 Modellierung 1 Option pricing theory 1 Optionspreistheorie 1 Rohstoffderivat 1 Rohstoffmarkt 1 Scientific modelling 1 Tikhonov-type regularization 1 Volatility 1 Volatilität 1 commodity future options 1 inverse problem 1 local volatility calibration 1 online approach 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Albani, Vinícius 1 Ascher, Uri M. 1 Zubelli, Jorge P. 1
Published in...
All
The journal of computational finance 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Local volatility models in commodity markets and online calibration
Albani, Vinícius; Ascher, Uri M.; Zubelli, Jorge P. - In: The journal of computational finance 21 (2017/2018) 5, pp. 63-95
Persistent link: https://www.econbiz.de/10011860922
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...