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"Modeling and implementation of local volatility surfaces in Bayesian ..."

Abdulwahab Animoku, Ömür Ugur, Yeliz Yolcu-Okur (2018)

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DOI: 10.1007/S10287-018-0302-4

access: closed

type: Journal Article

metadata version: 2020-05-10

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  dblp key:
  - journals/cms/AnimokuUY18
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Abdulwahab Animoku, Ömür Ugur, Yeliz Yolcu-Okur:
Modeling and implementation of local volatility surfaces in Bayesian framework. Comput. Manag. Sci. 15(2): 239-258 (2018)

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