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21.07.1996
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International journal of theoretical and applied finance
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Reduced-order models for the implied variance under local volatility
Sachs, Ekkehard
;
Schneider, Marina
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010498793
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Model order reduction in parameter identification problems : error estimates and application to implied volatility surfaces
Schneider, Marina
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2015
Persistent link: https://www.econbiz.de/10011532683
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