Eunchae Park, Jisang Lyu, Sangkwon Kim, Chaeyoung Lee, Wonjin Lee, Yongho Choi, Soobin Kwak, Changwoo Yoo, Hyeongseok Hwang, Junseok Kim. Calibration of the temporally varying volatility and interest rate functions. Int. J. Comput. Math., 99(5):1066-1079, 2022. [doi]
Abstract is missing.