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"Reconstruction of the local volatility function using the Black-Scholes model."
Sangkwon Kim et al. (2021)
- Sangkwon Kim, Hyunsoo Han, Hanbyeol Jang, Darae Jeong, Chaeyoung Lee, Wonjin Lee, Junseok Kim:
Reconstruction of the local volatility function using the Black-Scholes model. J. Comput. Sci. 51: 101341 (2021)
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