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About this Engineering article
Calibration of the local volatility in a trinomial tree using Tikhonov regularization by Cr pey, S is a Engineering article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Engineering.
- Author
- Cr pey, S
- Publisher
- Institute of Physics; IOP Publishing; Institute of Physics Publishing (ISSN 0266-5611)
- Published
- 2003
- Language
- EN
- Field
- Engineering (Physical Sciences)