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"Calibration of the Volatility in Option Pricing Using the Total Variation ..."
Yu-Hua Zeng, Shou-Lei Wang, Yu-Fei Yang (2014)
- Yu-Hua Zeng, Shou-Lei Wang, Yu-Fei Yang:
Calibration of the Volatility in Option Pricing Using the Total Variation Regularization. J. Appl. Math. 2014: 510819:1-510819:9 (2014)
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