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"Stable local volatility function calibration using spline kernel."

Thomas F. Coleman, Yuying Li, Cheng Wang (2013)

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DOI: 10.1007/S10589-013-9543-X

access: closed

type: Journal Article

metadata version: 2023-10-24

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Thomas F. Coleman, Yuying Li, Cheng Wang:
Stable local volatility function calibration using spline kernel. Comput. Optim. Appl. 55(3): 675-702 (2013)

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