Modeling and implementation of local volatility surfaces in Bayesian framework

Abdulwahab Animoku, Ömür Ugur, Yeliz Yolcu-Okur. Modeling and implementation of local volatility surfaces in Bayesian framework. Comput. Manag. Science, 15(2):239-258, 2018. [doi]

Authors

Abdulwahab Animoku

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Ömür Ugur

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Yeliz Yolcu-Okur

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