Georgiev, S., Vulkov, L. Computational recovery of time-dependent volatility from integral observations in option pricing,
, , ISSN 1877-7503 ; eISSN 1877-7511.
Georgiev, S., Vulkov, L. .
Computational recovery of time-dependent volatility from integral observations in option pricing.
: , , ISSN 1877-7503 ; eISSN 1877-7511.
Georgiev, S., Vulkov, L. ()
Computational recovery of time-dependent volatility from integral observations in option pricing,
: , ISSN 1877-7503 ; eISSN 1877-7511
Georgiev, S., & Vulkov, L.
().
Computational recovery of time-dependent volatility from integral observations in option pricing. // <I>J.<D> of Computational science, 39, 2020, Art. № 101054, https://doi.org/10.1016/j.jocs.2019.101054.. (4961),