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About this Mathematics article
Recovering the local volatility in Black–Scholes model by numerical differentiation by Yin, Binbin; Ye, Yuzhang is a Mathematics article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Yin, Binbin; Ye, Yuzhang
- Publisher
- Taylor and Francis Group; Informa UK (Taylor & Francis); Taylor & Francis; Informa UK Limited (ISSN 0003-6811)
- Published
- 2006
- Language
- EN
- Field
- Mathematics (Physical Sciences)