Reconstructing local volatility using total variation
Crossref DOI link: https://doi.org/10.1007/s10114-017-5178-7
Published Online: 2017-01-15
Published Print: 2017-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhang, Rui Yan
Xu, Fang Fang
Huang, Jian Chao
License valid from 2017-01-15