Robust and accurate construction of the local volatility surface using the Black–Scholes equation
Author:
Funder
Ministry of Education
Publisher
Elsevier BV
Subject
General Mathematics,General Physics and Astronomy,Statistical and Nonlinear Physics,Applied Mathematics
Reference25 articles.
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4. About the valuation of American option under Black-Scholes model : a numerical study;Moroccan Journal of Pure and Applied Analysis;2023-01-01
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