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"Calibration of the Local Volatility in a Generalized Black-Scholes Model ..."
Stéphane Crépey (2003)
- Stéphane Crépey:
Calibration of the Local Volatility in a Generalized Black-Scholes Model Using Tikhonov Regularization. SIAM J. Math. Anal. 34(5): 1183-1206 (2003)
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