Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Estimation of local volatilities in a generalized Black-Scholes modelChung-Ki Cho, Taekkeun Kim, YongHoon Kwon. amc, 162(3):1135-1149, 2005. [doi]
The following publications are possibly variants of this publication: