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Home > 2017 MATRIX Annals > Local Volatility Calibration by Optimal Transport

2017 MATRIX Annals |
Springer International Publishing
2017 MATRIX Annals

Local Volatility Calibration by Optimal Transport
Authors

ARI Id

1665173733027_5158234

Access

Not Available Free

Pages

51-64

DOI

10.1007/978-3-030-04161-8_5

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-030-04161-8_5

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