Toggle navigation
PDFSEARCH.IO
Document Search Engine - browse more than 18 million documents
Sign up
Sign in
Back to Results
First Page
Meta Content
View Document Preview and Link
A Convex-Regularization Framework for Local-Volatility Calibration in Derivative Markets Jorge P. Zubelli IMPA Joint work with A. De Cezaro (FURG,Brazil)
Add to Reading List
Document Date: 2010-06-21 10:57:40
Open Document
File Size: 1,15 MB
Share Result on Facebook
City
Vienna /
/
Country
Brazil /
Austria /
/
IndustryTerm
recent tools /
/
SocialTag
Quantum field theory
Mathematics
Analysis
Regularization
Local volatility
Volatility
Well-posed problem
Calibration
Mathematical finance
Mathematical analysis
A Convex-Regularization Framework for Local-Volatility Calibration in Derivative Markets Jorge P. Zubelli IMPA Joint work with A. De Cezaro (FURG,Brazil)