Reconstructing the Local Volatility Surface from Market Option Prices

  • Soobin Kwak
  • , Youngjin Hwang
  • , Yongho Choi
  • , Jian Wang
  • , Sangkwon Kim
  • , Junseok Kim*
    • *Corresponding author for this work

    Research output: Contribution to journal › Article › peer-review

    1 Citation (Scopus)

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    Keyphrases

    Mathematics