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]
@article{AnimokuUY18,
title = {Modeling and implementation of local volatility surfaces in Bayesian framework},
author = {Abdulwahab Animoku and Ömür Ugur and Yeliz Yolcu-Okur},
year = {2018},
doi = {10.1007/s10287-018-0302-4},
url = {https://doi.org/10.1007/s10287-018-0302-4},
researchr = {https://researchr.org/publication/AnimokuUY18},
cites = {0},
citedby = {0},
journal = {Comput. Manag. Science},
volume = {15},
number = {2},
pages = {239-258},
}