Reconstruction of the local volatility function using the Black-Scholes model

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. Science, 51:101341, 2021. [doi]

Abstract

Abstract is missing.