Calibration of the Volatility in Option Pricing Using the Total Variation Regularization
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DOI: 10.1155/2014/510819
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- Kim, Sangkwon & Kim, Junseok, 2021. "Robust and accurate construction of the local volatility surface using the Black–Scholes equation," Chaos, Solitons & Fractals, Elsevier, vol. 150(C).
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